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Along the way, we establish new results on sensitivity analysis of the Eisenberg-Noe network model of contagion, featuring a Markov-chain interpretation. We illustrate the design process for systemic risk attribution methods by developing several of them.","descriptionType":"Abstract"}],"geoLocations":[],"fundingReferences":[],"xml":"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","url":"https://tandf.figshare.com/collections/Systemic_Risk_Components_in_a_Network_Model_of_Contagion/2166884/1","contentUrl":null,"metadataVersion":3,"schemaVersion":"http://datacite.org/schema/kernel-4","source":"mds","isActive":true,"state":"findable","reason":null,"viewCount":0,"viewsOverTime":[],"downloadCount":0,"downloadsOverTime":[],"referenceCount":0,"citationCount":0,"citationsOverTime":[],"partCount":0,"partOfCount":0,"versionCount":0,"versionOfCount":0,"created":"2015-12-17T15:27:29.000Z","registered":"2015-12-17T15:27:30.000Z","published":"2015","updated":"2024-03-21T09:34:35.000Z"},"relationships":{"client":{"data":{"id":"figshare.ars","type":"clients"}},"provider":{"data":{"id":"otjm","type":"providers"}},"media":{"data":{"id":"10.6084/m9.figshare.c.2166884.v1","type":"media"}},"references":{"data":[]},"citations":{"data":[]},"parts":{"data":[]},"partOf":{"data":[]},"versions":{"data":[]},"versionOf":{"data":[]}}}}