network. Systemic risk within the northern euro area banking system is less apparent, while the southern euro area banking …We investigate systemic risk and how financial contagion propagates within the euro area banking system by employing … the Maximum Entropy method. The study captures multiple snapshots of a dynamic financial network and uses counterfactual …

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 … modelling framework could be used both as a crisis management tool to help inform decisions on capital/liquidity infusions in …

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 … modelling framework could be used both as a crisis management tool to help inform decisions on capital/liquidity infusions in …

Since the onset of the eurozone sovereign debt crisis, credit risk spreads in Europe have diverged. Despite this … divergence, credit risk comoves strongly within certain country groups such as the eurozone periphery. We seek to answer what the … determinants of the observed pattern of credit risk co-movements are and whether and during which periods sovereign debt markets …

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 … contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk …

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 … contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk …

versus foreign lenders. Crisis shocks reduce the supply of crossborder liquidity, with stronger volume effects than pricing … liquidity, but without fostering strong cross-border financial reintegration. …

transactional level allows me to apply advanced panel methods. Furthermore, this paper shows liquidity hoarding during the pandemic …

relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in … division of roles between borrowers and lenders in long-run relations by providing evidence on network formation at a yearly …-central banks' within a network that lend (or borrow) large volumes to (from) several counterparties, while borrowing (or lending …

We examine how the repo market operates during liquidity stress by applying network analysis to novel transaction …-level data of the overnight gilt repo market including the Covid-19 crisis. During this crisis, the repo network becomes more …