This work extends the contagion model introduced by Nier et al. (2007) to inhomogeneous networks. We preserve the … have only a surprisingly modest impact, we find a significantly enhanced contagion risk in networks containing institutions … amount. -- capital buffers ; contagion ; contagious defaults ; inhomogeneities ; network models ; financial system stability …

This paper examines the link between bank competition measures and risk indicators using quarterly interbank exposures … competition and individual bank solvency risk. In this paper, we take one step forward in analyzing the relationship between … competition and systemic risk. We use counterfactual bank-level contagion risk indicators as a proxy of systemic risk to assess …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector … counterparty risk via loans to firms, the later channel appears more important for contagious spread of defaults. …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector … counterparty risk via loans to firms, the later channel appears more important for contagious spread of defaults. …

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest … stability/efficiency trade-off. Liquidity requirements unequivocally decrease systemic risk, but at the cost of lower efficiency … traded quantities are determined by means of an assortative matching process. Contagion occurs through liquidity hoarding …

the world and a social belief formed from observing the actions of peers. Observing a larger group of peers conveys more … endogenously in a network formation process, internalizing the externalities arising from social learning …

about network topology, under a wide range of shock distributions. Expected losses from network effects are small without …