markets across the globe, call for taking a “macro” view on the interconnections arising in the clearing network. Based on the … analysis of derivatives transactions data reported under the EMIR Regulation we reconstruct the network of relationships in the …-cleared derivatives network is modelled in the form of a multiplex network where each layer is represented by a derivatives asset class …

text-to-network process, which has its basis in co-occurrences of bank names and can be analysed quantitatively and … illustrating network structures. We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during …

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 …

of interbank networks, which in turn allows for checking the sensitivity of interbank network structures and hence their … exposures limits. The sequential network formation mechanism presented in the paper is based on a portfolio optimisation model … key parameters may affect interbank network structures and can be a valuable tool for analysing the impact of various …

and temporal node centralities in an economic setting to capture non-Markovian network features. Our approach uncovers the … approach, as opposed to one that uses memoryless measures of network centrality, is able to identify more clearly the nodes …