Corporate payments networks and credit risk rating

Corporate payments networks and credit risk rating

Abstract Aggregate and systemic risk in complex systems are emergent phenomena depending on two properties: the idiosyncratic risk of the elements and the topology of the network of interactions among them. While a significant attention has been given to aggregate risk assessment and risk propagatio...

Full description

Bibliographic Details
Main Authors: Elisa Letizia, Fabrizio Lillo
Format: Article
Language:English
Published: SpringerOpen 2019-06-01
Series:EPJ Data Science
Subjects:
Financial networks
Corporate networks
Credit risk
Credit rating
Machine learning
Online Access:http://link.springer.com/article/10.1140/epjds/s13688-019-0197-5

Internet

http://link.springer.com/article/10.1140/epjds/s13688-019-0197-5

Similar Items