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    3 research outputs found

    Toward a Framework for Macroprudential Regulation and Supervision of Systemically Important Financial Institutions (SIFI)

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    'Elsevier BV'
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    Systemic Import Analysis (SIA) – Application of Entropic Eigenvector Centrality (EEC) Criterion for a Priori Ranking of Financial Institutions in Terms of Regulatory-Supervisory Concern, with Demonstrations on Stylised Small Network Topologies and Connectivity Weights

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    'Elsevier BV'
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    Systemic Risk -- Identification, Assessment and Monitoring based on Eigenvector Centrality Analysis of Thai Interbank Connectivity Matrices

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    'Elsevier BV'
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