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References
- ↑ Haldane, A.G. & May R. M. (2011). Systemic Risk in Banking Ecosystems. Nature. 469(7330): 351–5. doi : 10.1038/nature09659.
- ↑ Chan-Lau, J. A. (2010). Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems. IMF Working Paper. WP/10/107. April 2010.
- ↑ Nacaskul, P. (2010) 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, 14 May 2010, Bank for International Settlements (BIS) Asian Research Financial Stability Network Workshop, 29 March 2012, Bank Negara Malaysia, Kuala Lumpur. SSRN 1618693. doi : 10.2139/ssrn.1618693.
- ↑ Nacaskul, P. & Sabborriboon, W. (2011) Systemic Risk – Identification, Assessment and Monitoring based on Eigenvector Centrality Analysis of Thai Interbank Connectivity Matrices, 27 December 2011. SSRN 2710476. doi : 10.2139/ssrn.2710476.
- ↑ Battiston, S., Puliga, M., Kaushik, R., Tasca, P. & Caldarelli, G. (2012). DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk. Scientific Reports 2. 541. 2 August 2012. doi : 10.1038/srep00541.