' incentives and strategic behaviours. We propose a model to study contagion effects in a banking system capturing network effects …

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 …

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 …

In this paper, we develop an agent-based multi-layered interbank network model based on a sample of large EU banks. The … sum of the contagion-induced losses when considering the network layers individually. In addition, a bank “systemic … importance” measure based on the multi-layered network model is developed and is shown to outperform standard network centrality …