a network. In establishing existence and uniqueness of such a flow function, we address a know problem of indeterminacy … for the emergence of possible indeterminacies. We then apply some properties of network flows to investigate the relation … between the structures of a financial network-i.e. the size and the pattern of obligations - and its exposure to default …

. 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 …

Analyzing the topological properties of the network of shareholding relationships among the Euro Area banks we evaluate … the relevance of a bank in the financial system respect to ownership and control of other banks. We find that the degree … distribution of the European banking network displays power laws in both the binary and the weighted case. We also find that the …

We propose a framework for estimating network-driven time-varying systemic risk contributions that is applicable to a …-stage fixed-effects quantile approach, which explicitly links bank interconnectedness to systemic risk contributions. The … equity and CDS prices. We provide new evidence on how banking sector fragmentation and sovereign-bank linkages evolved over …

key terminology, we review models for leverage and endogenous risk dynamics. We then review the network aspects of …

banking sector using publicly available information. The proposed model makes use of the network structure of financial ….e. BMA-LOESS. The network structure of the financial sector is analysed by computing measures of network centrality (degree …

interconnected banking systems and channel financial distress within a network consisting of banking systems of main advanced …