This paper provides an empirical network analysis of the Argentine interbank money market, commonly known as call … market, based on data from the Central Bank of Argentina (BCRA). Its main topological features are described applying graph … theory, focusing on the unsecured overnight loans settled from 2003 to 2017. The network, where banks are the nodes and the …

proprietary dataset on bilateral exposures, we investigate the Euro Area interbank network and find the effect of trust relies on … the network structure of interbank markets. Core banks acting as interbank intermediaries in the network are more …

should be nowadays replaced with a network-oriented view. Closer insight into the concept of systemic risk can refer to the … have disastrous effects and cause extreme damage as the number of network nodes goes to infinity. Strongly interconnected …

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 coreperiphery structure, dis …

equilibrium of this default game. Next, we develop an algorithm to find all Nash equilibria that relies on the financial network …

default game. Furthermore, we develop an algorithm to find all Nash equilibria that relies on the financial network structure …

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest … sale externalities. The resulting network configurations exhibits a core-periphery structure, dis-assortative behavior and … low clustering coefficient. We measure systemic importance by means of network centrality and input-output metrics and the …

important institutions and its time variation is also presented in an interbank network. I also test for the scale-free property … of the Hungarian interbank lending network and besides, network measures as systemic risk indicators are analyzed on …

We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading … fit for these interbank data than alternative network models, (2) the identified core is quite stable over time …