network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …

. Second, higher bank capital requirements may aggravate contagion since they may incentivise banks to hold similar assets, and …

. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network …Financial networks are an important source of systemic risk, but often only partial network information is available … reconstruction methods in terms of their implied systemic risk levels. In most instances we find that the observed credit network …

Euro area governments have committed to break the doom loop between bank risk and sovereign risk. But policymakers have …

channels. We introduce direct contagion through a 2-layered multiplex network to account for the distinct dynamics resulting … analyze the determinants of systemic crisis and the resilience of different financial network configurations. Our first …