controlling contagion in case of complete information about an interbank network, we augment the model with three plausible types … network of 373 banks. On the basis of an exogenous shock leading to defaults of some banks in the network, we find that the … modelling framework could be used both as a crisis management tool to help inform decisions on capital/liquidity infusions in …

We systematically analyse how network structure and bank characteristics affect solvency distress contagion risk in … heterogeneous network structures that typify real interbank networks are particularly prone to solvency distress contagion risk … also demonstrate that for real-world interbank networks, simple network metrics other than individual bank connectedness do …

of the Hungarian interbank lending network and besides, network measures as systemic risk indicators are analyzed on … measures already applied in the systemic risk literature which do not take into account the structure of a contagion mechanism … important institutions and its time variation is also presented in an interbank network. I also test for the scale-free property …

to threshold effects and can increase abruptly when the threshold is exceeded. In addition, the risk posed by indirect … the value of sovereign debt and non-bank financial institutions represent the most significant risk to the functioning of …

controlling contagion in case of complete information about an interbank network, we augment the model with three plausible types … network of 373 banks. On the basis of an exogenous shock leading to defaults of some banks in the network, we find that the … modelling framework could be used both as a crisis management tool to help inform decisions on capital/liquidity infusions in …

We model contagions and cascades of failures among organizations linked through a network of financial … interdependencies. We identify how the network propagates discontinuous changes in asset values triggered by failures (e … diversification connect the network which permits cascades to propagate further, but eventually, more diversification makes contagion …

possible network structures we characterize the joint default distribution of the system using Bayesian network methodologies … network theory can be applied to detect contagion channels within the financial network, to measure the systemic importance of …

evolution of the network configuration under various prudential policy regimes, to measure banks' contribution to systemic risk …We develop a network model whose links are governed by banks' optmizing decisions and by an endogenous tâtonnement … market adjustment. Banks in our model can default and engage in re-sales: risk is transmitted through direct and cascading …

consequential: banks with higher centrality within the network have better access to liquidity and are able to charge larger …We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all … segment become sensitive to counterparty characteristics and banks start hoarding liquidity by shortening the maturity of …

shock. Our contagion mechanism operates through a dual channel of liquidity and solvency risk. The joint modelling of banks …