a noticeable decline. We use the methodology proposed by Gan (2007) and Khwaja and Mian (2008) to control for borrower …'hétérogénéité des emprunteurs et d'identifier un effet d'offre de crédit, nous utilisons la méthodologie proposée par Gan (2007) and …

allows for time-dependent network interactions, and find that bank default likelihoods depend, to a large extent, on peer …

network. This survey presents a systematic overview of the recent advances in the theoretical literature on interbank networks …. We assess our current understanding of the structure of interbank networks, of how network characteristics affect … contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk …

) defaults generated by these simulations with the underlying structure of the network using network indicators that reflect (i …) the network as a whole, (ii) a subnetwork or cluster, and (iii) the node level based on banks' interbank lending …

network. This survey presents a systematic overview of the recent advances in the theoretical literature on interbank networks … and assesses our current understanding of the structure of interbank networks, of how network characteristics affect … contagion in the banking system and of how banks form connections when faced with the possibility of contagion and systemic risk …

We study contagion in a financial network of commonly held assets where intermediaries act strategically. We show that … increases in concentration and integration, two measures of connection density, enhance the network’s capacity to prevent …

We outline a procedure for consistent estimation of marginal and joint default risk in the euro area financial system …. We interpret the latter risk as the intrinsic financial system fragility and derive several systemic fragility indicators … sovereign default risk has outpaced the rise of systemic risk within the banking system. …

stability. Using a theoretical model, we show that a sudden increase in sovereign default risk may lead to liquidity issues in …This paper analyses the impact of different treatments of government bonds in bank liquidity regulation on financial … the banking sector, implying the insolvency of a significant number of banks. Liquidity requirements do not contribute to …

This paper contributes to the debate on liquidity in resolution by providing a quantitative assessment of liquidity … gaps of banks in resolution in the euro area. It estimates possible ranges of liquidity gaps for significant banks under … different assumptions and scenarios. The findings suggest that, while the average liquidity gaps in resolution are limited, the …

of default of each bank as endogenous, and dependent on the network formed by all the other banks. Identification is …