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Probability and statistics / Principle of maximum entropy / Statistical theory / Link / Finance / Entropy / SARON / Interbank networks / Statistics / Banking


Filling in the Blanks: Network Structure and Interbank Contagion
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Document Date: 2014-08-27 02:55:00


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File Size: 350,65 KB

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City

Ottawa / Frankfurt am Main / Cleveland / /

Company

Observable Interbank / Interbank / Introduction Interbank / /

Country

Germany / United States / Canada / Singapore / /

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IndustryTerm

information processing / transportation / likely network solutions / iterative algorithm / bank balance sheet / maximum-entropy solution / bilateral network / realistic networks / estimated networks / risk management / potential networks / transportation hubs / amount bank / finance / individual bank balance sheets / column sum tallies bank / sparse network / active bank / connected networks / heuristic algorithm / bank / transportation science / dealer networks / banking / minimum-density solutions / unrealistic network / minimum-density solution / communication networks / measures bank / belief-propagation algorithm / active banks / /

Organization

Federal Reserve Bank of Cleveland / Bank of Canada / Monetary and Economic Department of the Bank for International Settlements / Federal Bank of Germany / Financial Stability Department / Economic Department / Deutsche Bundesbank / /

Person

Rosario N. Mantegna / Sheri Markose / Ai / Kartik Anand / Jean-Cyprien Heam / Iman van Lelyveld / Christian Upper / Gale / Ben Craig / Allen / Fabio Caccioli / Goetz von Peter Monetary / Cocco / Kostas Tsatsaronis / Ben Craigb / /

Position

dealer / /

ProvinceOrState

Ohio / Ontario / /

Technology

heuristic algorithm / belief-propagation algorithm / /

URL

www.bis.org / /

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