interconnectedness among financial institutions would affect the stability of the financial system. Our simulation results based on the … funding probably makes the system more vulnerable, while increased interconnectedness does not necessarily enhance the …

the fore that an individual financial institution can disturb the whole financial system. Interconnectedness is considered … estimate the interconnectedness of financial institutions and systems. However, most of them lack an important dimension of … distinctive feature of our approach is that it takes into consideration not just the interconnectedness of agents but also their …

contrast, a bank’s interconnectedness is regarded as an indicator of its exposure to systemic risk. International interbank …

interconnectedness in different instrument categories before the financial crisis hit in 2007, and a sharp retrenchment from bilateral …

different markets. The estimation results are used as a measure of statistical interconnectedness, and to derive network …