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Too interconnected to fail : a survey of the interbank networks literature

Hüser, Anne-Caroline - In: The journal of network theory in finance 1 (2015) 3, pp. 1-50

Persistent link: https://www.econbiz.de/10011399495

Evaluating systemic risk using bank default probabilities in financial networks

Souza, Sergio Rubens Stancato de; Silva, Thiago Christiano - In: Journal of economic dynamics & control 66 (2016), pp. 54-75

Persistent link: https://www.econbiz.de/10011708369

Financial architecture and financial stability

Walther, Ansgar; Allen, Franklin - 2021

Persistent link: https://www.econbiz.de/10012519004

Failure and Rescue in an Interbank Network

Rogers, L. C. G. - 2011

This paper is concerned with systemic risk in the interbank market. We model this market as a directed graph in which the banks represent the nodes and the liabilities between the banks represent the edges. Our work builds on the modelling paradigm of Eisenberg and Noe (2001, Management Science,...

Persistent link: https://www.econbiz.de/10013120163

Interlinkages and structural changes in cross-border liabilities: a network approach

Spelta, Alessandro; Araújo, Tanya - 2012

debts. Such critical locations highlight the role that specific countries play in the network structure and helps to …

Persistent link: https://www.econbiz.de/10010343835

Basic indicators of systemic risk in the EU banking sector : implications for banking regulation

Sum, Katarzyna - In: International journal of management and economics 47 (2015), pp. 36-55

Persistent link: https://www.econbiz.de/10011523083

Revisiting the link between systemic risk and competition based on network theory and interbank exposures

Bátiz-Zuk, Enrique; Lara-Sánchez, José L. - 2021

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 …

Persistent link: https://www.econbiz.de/10012796834

Contagion and fire sales in banking networks

Cecchetti, Sara; Rocco, Marco; Sigalotti, Laura - 2016

Persistent link: https://www.econbiz.de/10011945858

Complex financial networks and systemic risk : a review

Bougheas, Spiros P.; Kirman, Alan P. - 2014

review is on studies that use network analysis paying special attention to those that apply complex analysis techniques …

Persistent link: https://www.econbiz.de/10010344807

Financial contagion in interbank network

Yao, Dengbao; Liu, Xiaoxing; Zhang, Xu - In: International journal of monetary economics and finance 9 (2016) 2, pp. 132-148

Persistent link: https://www.econbiz.de/10011548342