-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 …

utilize high frequency financial data while the third uses bank balance sheet data to assess banks' bilateral exposures …

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

This paper reviews the approaches to systemic risk analysis in 32 central bank financial stability reports (FSRs). We … and growth-at-risk, more frequently than Article IV staff reports. We emphasize that a central bank FSR typically presents …

presents a market-based structural top-down stress testing methodology that relies in market-based measures of a bank …

conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to … that can be made to capture country-specific institutional features. The model uses bank portfolio data broken down by risk …

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