Bloomington, IN
United States
Indiana University
Systemic Risk, Shadow Banking Regulation, Discounted Stochastic Games, Endogenous Network Formation, Multi-layered Financial Networks
systemic risk, counter-party risk, financial networks, supernetworks, tipping points, default cascades, basins of attraction, Pareto optimal stationary Markov equilibrium, first passage probabilities, hitting times, hitting time probabilities
