Thank you to our advisors, Dr. Zachary Feinstein and Dr. Heinz Schaettler. We couldn't have completed our project without you!

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We would also like to thank the authors of the paper that influenced our entire project: Larry Eisenberg and Thomas H. Noe. The paper can be found here. Official reference to their paper can be found below, along with other sources we used.

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“2011 EU-Wide Stress Test Results.” Results - European Banking Authority, EBA, www.eba.europa.eu/risk-analysis-and-data/eu-wide-stress-testing/2011/results.  03 Dec. 2017.

 

Angelini, P., G. Maresca, D. Russo. 1996. Systemic Risk in the Netting System. J. Banking & Finance 20 853-868. 03 Dec. 2017.

 

Eisenberg, Larry and Noe, Thomas H. 2001. Systemic Risk in Financial Systems. Manage. Sci. 47, 2 (February 2001), 236-249.

 

Elimam, A., M. Girgis, S. Kotob. 1997. A Solution to Post Crash Debt Entanglements in Kuwait’s al-Manakh Stock Market. Interfaces 27 98-106.

 

Gandy, Axel and Veraart, Luitgard A. M. A Bayesian Methodology for Systemic Risk Assessment in Financial Networks (May 3, 2016).

 

Huang, Xin and Zhou, Hao and Zhu, Haibin, A Framework for Assessing the Systemic Risk of Major Financial Institutions (May 1, 2009). Journal of Banking and Finance, Vol. 33, No. 11, pp. 2036–2049, November 2009; BIS Working Paper No. 281; PBCSF-NIFR Research Paper No. 08-01.

 

Liu, M., Staum, J., 2010. Sensitivity Analysis of the Eisenberg-Noe Model of Contagion, working paper, Northwestern University.