interbank data to capture the size and scale of connections in the network. We proceed to shock these networks per country and … well as the Eurozone interbank market. Finally, we provide evidence of the effects of contagion on each bank, allowing for … bank heterogeneity by comparing the bank's relative financial strength to the strength of the contagion that is modelled by …

range of real sectors is limited. Our results imply that regulators and supervisors should address international bank … dependencies arising from common risk factors, while recessions in real sectors due to bank defaults should be a secondary concern. …

probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

. Second, higher bank capital requirements may aggravate contagion since they may incentivise banks to hold similar assets, and …

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest … interlinkages and fire sale externalities. The resulting network configuration exhibits a coreperiphery structure, dis …

interconnectedness, via a network of interbank loans, banks' loans to other corporate and retail clients, and securities holdings. The … supervisory data set collected by the European Central Bank that covers 26 large banks in the euro area. To assess the impact of … are reflected in a consistent way in the market value of banks' mutual liabilities through the network of obligations. We …

We develop a macroprudential contagion stress test framework to examine how a network of Norwegian banks can amplify a … shock to bank capital at the macro level. The framework looks at how fire sales of common asset holdings can lead to …

We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest … sale externalities. The resulting network configurations exhibits a core-periphery structure, dis-assortative behavior and … low clustering coefficient. We measure systemic importance by means of network centrality and input-output metrics and the …