NetworkRiskMeasures: Risk Measures for (Financial) Networks

Implements some risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.

Getting started

Package details

AuthorCarlos Cinelli <>, Thiago Cristiano Silva <>
MaintainerCarlos Cinelli <>
Package repositoryView on CRAN
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NetworkRiskMeasures documentation built on March 13, 2020, 3:24 a.m.