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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 …
Persistent link: https://www.econbiz.de/10010954751
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 …
Persistent link: https://www.econbiz.de/10010956113
probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …
Persistent link: https://www.econbiz.de/10010957084
influence a distressed financial system on an agent-based network model calibrated to 4Q 2011 data collected from several …
Persistent link: https://www.econbiz.de/10011212032
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 …
Persistent link: https://www.econbiz.de/10011252622
convenient mixture of network topology basics for identifying central institutions, and payments systems simulation techniques …. Unlike econometrics or network topology alone, results consist of a rich set of quantitative outcomes that capture the …
Persistent link: https://www.econbiz.de/10008865920
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. …
Persistent link: https://www.econbiz.de/10011114914
convenient mixture of network topology basics for identifying central institutions, and payments systems simulation techniques …. Unlike econometrics or network topology alone, results consist of a rich set of quantitative outcomes that capture the …
Persistent link: https://www.econbiz.de/10008854671
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 …
Persistent link: https://www.econbiz.de/10010659985
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 …
Persistent link: https://www.econbiz.de/10010660259