[N-1] Nonlinear Problems

3:15 PM - 3:30 PM JST(6:15 AM - 6:30 AM UTC)

[N-1-14] Cross-border Financial Distress via Multi-layer DebtRank

〇Junhyun Chae¹, Hiroyasu Inoue^1,2 (1. Grad. Sch. of Information Science, Univ. of Hyogo, 2. Center for Computational Science, RIKEN)

Keywords:

DebtRank,Financial Contagion,Multilayer Network Modeling,Cross-border Systemic Risk,Quantitative Risk Analysis