Estimating Bilateral Exposures in the German Interbank Market

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  • Estimating Bilateral Exposures in the German Interbank Market Book Detail

  • Author : Christian Upper
  • Release Date : 2002
  • Publisher :
  • Genre :
  • Pages : 30
  • ISBN 13 : 9783935821063
  • File Size : 47,47 MB

Estimating Bilateral Exposures in the German Interbank Market by Christian Upper PDF Summary

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The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unobserved, and maximum entropy se