Abstract

http://ssrn.com/abstract=2392756
 


 



Financial Networks as Directed Cyclic Graphs


Alexander Denev


Royal Bank of Scotland (RBS)

February 16, 2014


Abstract:     
Financial networks' study and understanding has become extremely important since the global financial meltdown in 2007-2009 when the inter-connectedness of institutions has surfaced as one of the major culprits for the magnitude of the distress. This paper aims at providing a new approach, based on a concept already in use in other domains such as physics and computer science, to describe and better understand the networks of institutions and their global properties. We draw some parallels and contrasts with other approaches to this field.

Number of Pages in PDF File: 17

Keywords: financial networks, probabilistic graphical models, bayesian networks

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Date posted: February 9, 2014 ; Last revised: February 17, 2014

Suggested Citation

Denev, Alexander, Financial Networks as Directed Cyclic Graphs (February 16, 2014). Available at SSRN: http://ssrn.com/abstract=2392756 or http://dx.doi.org/10.2139/ssrn.2392756

Contact Information

Alexander Denev (Contact Author)
Royal Bank of Scotland (RBS) ( email )
135 Bishopsgate
London, EC2M 3UR
United Kingdom
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