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 …

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 …

eventually become statistically insignificant. This highlights the importance of the structure of the network for enabling …

This paper investigates the impact on the network growth of the level of merchant discount, the level of Multilateral … Interchange Fee (MIF), and the consumers' and the merchants' awareness of positive network effects. In an artificial market, in … which issuers and acquirers belong to the same network, we simulate explicitly the interactions among consumers and …

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 …

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 …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …