A Bayesian Methodology for Systemic Risk Assessment in Financial Networks

Axel Gandy
Axel Gandy
[email protected]
Department of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom
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,
Luitgard A. M. Veraart
Corresponding Author
Luitgard A. M. Veraart
[email protected]
Department of Mathematics, London School of Economics and Political Science, London WC2A 2AE, United Kingdom
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Axel Gandy

[email protected]

Department of Mathematics, Imperial College London, London SW7 2AZ, United Kingdom

Search for more papers by this author

Luitgard A. M. Veraart

Corresponding Author

Luitgard A. M. Veraart

[email protected]

Department of Mathematics, London School of Economics and Political Science, London WC2A 2AE, United Kingdom

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Published Online:6 Oct 2016https://doi.org/10.1287/mnsc.2016.2546

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Volume 63, Issue 12

December 2017

Pages 3999-4446

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Received:April 17, 2015
Accepted:April 01, 2016
Published Online:October 06, 2016

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Axel Gandy, Luitgard A. M. Veraart (2016) A Bayesian Methodology for Systemic Risk Assessment in Financial Networks. Management Science 63(12):4428-4446.

https://doi.org/10.1287/mnsc.2016.2546

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A Bayesian Methodology for Systemic Risk Assessment in Financial Networks

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