explicitly takes into account the crisis state of the world. This allows us to model the network formation decision as optimising …

-linear function of the combination of network structures and bank-specific characteristics …This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within … with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that …

empirical evidence of feedback loops between oil price movements, bank balance sheets, and asset prices. Empirical evidence also … suggests that bank capital and provisioning have behaved countercyclically through the cycle …

We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction …-level data of the overnight gilt repo market including the COVID-19 crisis. During this crisis, the repo network becomes more …

We study the transmission of financial sector shocks across borders through international bank connections. For this … network of interbank exposures. We estimate the effect of direct (first-degree) and indirect (second-degree) exposures to … countries experiencing systemic banking crises on bank profitability and loan supply. We find that direct exposures to crisis …

Ministers and Central Bank Governors in September 2015. The DGI-2 recommendations maintain the continuity of DGI-1 but …

interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending …

affecting bank solvency during adverse macroeconomic conditions. This paper demonstrates the effectiveness of using extreme …