this method they provide a community description of the Japanese bank-firm credit network, getting evidence of a … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question … is relevant for policy, since these subsets are likely to channel any shock affecting the network. As it turns out, a …

decomposition method. To illustrate this method they provide a community description of the Japanese bank-firm credit network … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question … is relevant for policy, since these subsets are likely to channel any shock affecting the network. As it turns out, a …

probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

influence a distressed financial system on an agent-based network model calibrated to 4Q 2011 data collected from several …

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest … interlinkages and fire sale externalities. The resulting network configuration exhibits a core-periphery structure, dis …

The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are … probable links with the largest exposures consistent with the total lending and borrowing of each bank, yielding networks with … the true interbank network when counterparty exposures are unknown. …

and how firms perform within such networks. Our model replicates some stylised empirical results on network structure and … the contingent effects of network position on innovative performance. We find networks that exhibit small world properties …, certain network strategies such as occupying brokerage positions or maximising accessibility to potential partners pay off …

and how firms perform within such networks. Our model replicates some stylised empirical results on network structure and … the contingent effects of network position on innovative performance. We find networks that exhibit small world properties …, certain network strategies such as occupying brokerage positions or maximising accessibility to potential partners pay off …

decreasing the likelihood of simultaneous defaults. Here, I show that this result is overturned once a financial network comes … into play. In a networked financial system, the failure of one bank can bring about a contagion of failure. The optimality … new method to quantify how the diversity of bank size affects the stability of a financial system. It is shown that a …

financial institutions in Colombia. Three systemic importance metrics are implemented: (i) money market net exposures network … hub centrality; (ii) large-value payment system network hub centrality; and (iii) an adjusted assets measure. Two …