DOI: 10.24251/hicss.2018.168
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Abstract: Systemic risk has remained at the nexus of macrofinancial research and policymaking in most parts of the world. Much of the attention has focused on understanding implication of the interconnectedness of financial markets. Instead of focusing only on networks, we use and test the utility of network structures in a novel way. We use RiskRank as a framework to test the use of networks of financial systems, and particularly focus on testing the utility of the network dimension of common exposures (funding composi…

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