markets across the globe, call for taking a “macro” view on the interconnections arising in the clearing network. Based on the … analysis of derivatives transactions data reported under the EMIR Regulation we reconstruct the network of relationships in the …-cleared derivatives network is modelled in the form of a multiplex network where each layer is represented by a derivatives asset class …

markets across the globe, call for taking a "macro" view on the interconnections arising in the clearing network. Based on the … analysis of derivatives transactions data reported under the EMIR Regulation we reconstruct the network of relationships in the …-cleared derivatives network is modelled in the form of a multiplex network where each layer is represented by a derivatives asset class …

We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers …, since it supports the identification of counterparty risk, concentration risk and funding risk within the interbank network … and the wider macro-financial network. …