portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …

network topology method to build a bank–firm credit network of loans between banks and those listed companies and examines the … core–margin structure, whereby Bank of China and China Merchants Bank are respectively key pivots for state-owned banks and …

The objective of this research is to examine the inter-bank network of clients as a channel for credit risk … banking network channel. There were different models of bank behaviour, from a group of banks that fully aligned their risk …

We systematically analyse how network structure and bank characteristics affect solvency distress contagion risk in …-wide shocks and individual bank defaults initially increases and then decreases, all else being equal. The low density … also demonstrate that for real-world interbank networks, simple network metrics other than individual bank connectedness do …

Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well …-suited complement to the Z-score in studies of bank risk. …