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Filling in the blanks: Network structure and interbank contagion

Anand, Kartik; Craig, Ben; von Peter, Goetz - Deutsche Bundesbank - 2014

realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

Persistent link: https://www.econbiz.de/10010957084

Interbank tiering and money center banks

Craig, Ben R.; von Peter, Goetz - Deutsche Bundesbank - 2010

developing a core-periphery model, and devise a procedure for fitting the model to real-world networks. Using Bundesbank data on … provides a promising avenue for understanding the formation of financial networks. …

Persistent link: https://www.econbiz.de/10008833259

The role of interbank relationships and liquidity needs

Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - Deutsche Bundesbank - 2013

In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the concentration of credit relationships and the position of a bank in the network topology of the system influence the bank's ability to meet its liquidity demand. We use quarterly...

Persistent link: https://www.econbiz.de/10010984730