decomposition method. To illustrate this method they provide a community description of the Japanese bank-firm credit network …In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question …

this method they provide a community description of the Japanese bank-firm credit network, getting evidence of a … comfort both from simulations and from real data on the possibility to apply community detection methods to credit markets …In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek …

decomposition method. To illustrate this method they provide a community description of the Japanese bank-firm credit network …In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector … number of loans seems fuzzy. Distinguishing between contagion due to interbank credit and due to joint exposures to …

This paper presents a theory that explains why it is beneficial for banks to engage in circular lending activities on …