Financial networks are an important source of systemic risk, but often only partial network information is available …. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network … reconstruction methods in terms of their implied systemic risk levels. In most instances we find that the observed credit network …

The recent global financial crisis has triggered a huge interest in the use of network concepts and network tools to … privileged positions in the interbank network, such as via preferential lending relationships, or because of occupying a more … review is dedicated to the analysis of indirect networks, specifically (e) proximity based network, i.e. networks obtained …