this method they provide a community description of the Japanese bank-firm credit network, getting evidence of a … comfort both from simulations and from real data on the possibility to apply community detection methods to credit markets …In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek …

this method they provide a community description of the Japanese bank-firm credit network, getting evidence of a … comfort both from simulations and from real data on the possibility to apply community detection methods to credit markets …In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek …

The objective of this research is to examine the inter-bank network of clients as a channel for credit risk … transmission by groups of banks in Serbia characterized by different levels of credit risk (clusters). Two of the four observed …. The third group of banks (banks with high levels of credit risk) takes over the effects of systemic factors and transfers …