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• W3134085063 abstract "Capturing financial network linkages and contagion in stress test models are important goals for banking supervisors and central banks responsible for micro- and macroprudential policy. However, granular data on financial networks is often lacking, and instead the networks must be reconstructed from partial data. In this paper, we conduct a horse race of network reconstruction methods using network data obtained from 25 different markets spanning 13 jurisdictions. Our contribution is two-fold: first, we collate and analyze data on a wide range of financial networks. And second, we rank the methods in terms of their ability to reconstruct the structures of links and exposures in networks." @default.
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• W3134085063 date "2017-07-01" @default.
• W3134085063 modified "2023-09-23" @default.
• W3134085063 title "The Missing Links: A Global Study on Uncovering Financial Network Structures from Partial Data" @default.
• W3134085063 hasPublicationYear "2017" @default.
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