from observing the actions of peers. When the social belief is strong and the financial network is fragmented, banks follow … endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

. Second, higher bank capital requirements may aggravate contagion since they may incentivise banks to hold similar assets, and …

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 …

We develop a macroprudential contagion stress test framework to examine how a network of Norwegian banks can amplify a … shock to bank capital at the macro level. The framework looks at how fire sales of common asset holdings can lead to …

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest …, interbank interlinkages and fire sale externalities. The resulting network configuration exhibits a core-periphery structure …

interconnectedness, via a network of interbank loans, banks' loans to other corporate and retail clients, and securities holdings. The … supervisory data set collected by the European Central Bank that covers 26 large banks in the euro area. To assess the impact of … are reflected in a consistent way in the market value of banks' mutual liabilities through the network of obligations. We …

To date, macroprudential policy inspired by the Basel III package is applied irrespective of the network … liquidity crises emerge. We shape the configuration of the financial network to generate two polar worlds: one is characterized … network heterogeneity. Thus, capital buffers should be calibrated on the heterogeneity of the financial networks to stabilize …

this method they provide a community description of the Japanese bank-firm credit network, getting evidence of a … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question … is relevant for policy, since these subsets are likely to channel any shock affecting the network. As it turns out, a …

decomposition method. To illustrate this method they provide a community description of the Japanese bank-firm credit network … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question … is relevant for policy, since these subsets are likely to channel any shock affecting the network. As it turns out, a …