from observing the actions of peers. When the social belief is strong and the financial network is fragmented, banks follow … endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

- built upon a rich, non-linear dependence structure for interconnected bank portfolios. Incorporating numerous sector … model-based combined requirements range between 6.3% and 27.2% of credit RWA depending on the bank. A comparison with the …

that can best be characterized as a shrinking of the interbank network. Such a change in the network structure is … consequential: banks with higher centrality within the network have better access to liquidity and are able to charge larger …

. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than … bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …, an exploration of the drivers of systemic risk shows that a bank’s contribution to systemic risk is positively related to …

resilience of financial systems based on different network models. We investigate the impact of a wide variety of model … systems. Our main finding is that merger activities can stabilize or destabilize the modelled financial network, depending on … various details such as the connectivity of the network and the assumed merger process. Merger activities can increase …

concentration of credit relationships and the position of a bank in the network topology of the system influence the bank’s ability …. When the network position of the bank is taken into account, we find that central lenders in the money market bid more … 2000 to 2008 to measure interbank relationships and the network characteristics. We match these data with the bids placed …

We introduce a novel simulation-based network approach, which provides full-edged distributions of potential interbank … distributions in general. Our application to German regulatory data from End-2016 shows that the German interbank network was at …