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Filling in the blanks : network structure and interbank contagion
Anand, Kartik; Craig, Ben R.; Von Peter, Goetz - 2014
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/10010249740
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A network analysis of the evolution of the German interbank market
Roukny, Tarik; Georg, Co-Pierre; Battiston, Stefano - 2014
-the-counter markets for liquidity in Germany: the interbank market for credit and for derivatives. We use end-of-quarter data from the …
Persistent link: https://www.econbiz.de/10010405454
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Intermediation in the interbank lending market
Craig, Ben R.; Ma, Yiming - In: Journal of financial economics 145 (2022) 2,1, pp. 179-207
Persistent link: https://www.econbiz.de/10013473840
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Transmission channels of systemic risk and contagion in the European financial network
Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52
Persistent link: https://www.econbiz.de/10011584245
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The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network
Ren, Xuemin; Yuan, George; Jiang, Lishang - In: Journal of financial engineering 1 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010508121
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Evaluating systemic risk using bank default probabilities in financial networks
Souza, Sergio Rubens Stancato de; Silva, Thiago Christiano - In: Journal of economic dynamics & control 66 (2016), pp. 54-75
Persistent link: https://www.econbiz.de/10011708369
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Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis : evidence from Japan
Wang, Haibo - In: International review of financial analysis 94 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014544027
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Measuring systemic risk in the global banking sector : a cross-quantilogram network approach
Baumöhl, Eduard; Bouri, Elie; Hoang, Thi Hong Van; … - In: Economic modelling 109 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013348234
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Cascades in real interbank markets
Karimi, Fariba; Raddant, Matthias - 2013
We analyze cascades of defaults in an interbank loan market. The novel feature of this study is that the network structure and the size distribution of banks are derived from empirical data. We find that the ability of a defaulted institution to start a cascade depends on an interplay of shock...
Persistent link: https://www.econbiz.de/10010128816
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How the interbank market becomes systemically dangerous : an agent-based network model of financial distress propagation
Serri, Matteo; Caldarelli, Guido; Cimini, Giulio - In: The journal of network theory in finance 3 (2017) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10011668581