Goetz von Peter

Author

Staff working papers

Filling in the Blanks: Network Structure and Interbank Contagion

Staff Working Paper 2014-26 Kartik Anand, Ben Craig, Goetz von Peter
The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unobserved, and maximum entropy serves as the leading method for estimating counterparty exposures.

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