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 …

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 …

In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework … the tools of network analysis it is possible to study how contagion spreads between banks and what is the probability and …

network. This survey presents a systematic overview of the recent advances in the theoretical literature on interbank networks …. We assess our current understanding of the structure of interbank networks, of how network characteristics affect … before general results on the link between the structure of the interbank network and financial stability can be established …

network. This survey presents a systematic overview of the recent advances in the theoretical literature on interbank networks … and assesses our current understanding of the structure of interbank networks, of how network characteristics affect … before general results on the link between the structure of the interbank network and financial stability can be established …

interbank data to capture the size and scale of connections in the network. We proceed to shock these networks per country and …

the interbank market. Using a simple network structure, it shows that if there is a non-zero bailout probability, banks …

The objective of this research is to examine the inter-bank network of clients as a channel for credit risk … groups of banks have experienced increase in NPLs through the channel of contagion spread in the interbank network. The … spread of the infection through the banking network is a consequence of the impact of the economic connection among clients …

controlling contagion in case of complete information about an interbank network, we augment the model with three plausible types … network of 373 banks. On the basis of an exogenous shock leading to defaults of some banks in the network, we find that the …