network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …

This paper contains an analysis of the network of the 29 largest European insurance groups and their financial …

. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network …Financial networks are an important source of systemic risk, but often only partial network information is available … reconstruction methods in terms of their implied systemic risk levels. In most instances we find that the observed credit network …

We design a statistical model for measuring the homogeneity of a financial network that evolves over time. Our model …. Our analysis highlights an overall increasing trend for network homogeneity, whereby core banks have a tendency to …

I study the problem of regulating a network of interdependent financial institutions that is prone to contagion when …-improving interventions. While improving network transparency potentially reduces this uncertainty, it does not always lead to welfare …) susceptibility of the network to contagion, (ii) the cost of improving network transparency, (iii) the cost of regulating …

results, we propose a machine learning methodology that takes text data as input and outputs a data-implied firm network. …