-performing loans and systemic risk using a network-based approach. In particular, we analyze how an increase in NPLs at firm level … propagates to the financial system through the network of credits and debits. To this end we develop a model with two types of …

decomposition method. To illustrate this method they provide a community description of the Japanese bank-firm credit network … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question … is relevant for policy, since these subsets are likely to channel any shock affecting the network. As it turns out, a …

this method they provide a community description of the Japanese bank-firm credit network, getting evidence of a … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question … is relevant for policy, since these subsets are likely to channel any shock affecting the network. As it turns out, a …

decomposition method. To illustrate this method they provide a community description of the Japanese bank-firm credit network … to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question … is relevant for policy, since these subsets are likely to channel any shock affecting the network. As it turns out, a …

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

influence a distressed financial system on an agent-based network model calibrated to 4Q 2011 data collected from several …

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 core-periphery structure, dis …

convenient mixture of network topology basics for identifying central institutions, and payments systems simulation techniques …. Unlike econometrics or network topology alone, results consist of a rich set of quantitative outcomes that capture the …

The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are … probable links with the largest exposures consistent with the total lending and borrowing of each bank, yielding networks with … the true interbank network when counterparty exposures are unknown. …

convenient mixture of network topology basics for identifying central institutions, and payments systems simulation techniques …. Unlike econometrics or network topology alone, results consist of a rich set of quantitative outcomes that capture the …