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 …

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

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 …

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

network are analyzed with Machine Learning, obtaining as push and pull bank variables solvency and bank income structure …This article begins with an analysis of banking flows in the euro zone, through a complex network, from 2006 to 2020 …. This analysis allows us to observe the topology of the network through different phases of the business cycle. It is …

deposits, thereby reshaping the bank networks. Using unique data on bank balance sheets and detailed interbank deposits in 1862 … and 1867 in Pennsylvania, we study how the NBAs changed the network structure and quantify the effect on financial … stability in an interbank network model. We find that the NBAs induced a concentration of interbank deposits at both the city …

requirement with the consideration of the network formed by banks and the associated systemic risk. Banks form the network … strategically and diversify their portfolios within the network in response to the regulation. Multiple equilibrium network … structures are fully characterized and ranked with the possibility of independent negative shocks to each bank. We show that the …

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

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 …

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 complexity, cross …