Daniel Fricke

Lecturer, Department of Computer Science and Financial Computing and Analytics Group, University College London


Discussion Papers
Apr 2019
DP 89
Amanah Ramadiah, Fabio Caccioli and Daniel Fricke
Financial networks are an important source of systemic risk, but often only partial network information is available. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network...