endogenous individual bank choices are necessary to properly consider how losses develop as the interbank lending network evolves … and shows how bank losses and failures arise from network contagion and lending market illiquidity. When calibrated to … network framework for contagion. The model formulation reproduces dynamics similar to those of the 2007-09 financial crisis …

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

This paper provides an empirical network analysis of the Argentine interbank money market, commonly known as call … market, based on data from the Central Bank of Argentina (BCRA). Its main topological features are described applying graph … theory, focusing on the unsecured overnight loans settled from 2003 to 2017. The network, where banks are the nodes and the …

Since the 2008 economic crisis, network research has become increasingly prominent in the world of finance. The complex … crisis. In this paper, we explore the network properties of the Hungarian RTGS (VIBER) and also seek an answer to the … question of whether the network properties of the system have changed over the long term across the time windows considered …

requirement with the consideration of the network formed by banks and the associated systemic risk. Banks form the network … strategically and diversify their portfolios within the network in response to the regulation. Multiple equilibrium network … structures are fully characterized and ranked with the possibility of independent negative shocks to each bank. We show that the …

' incentives and strategic behaviours. We propose a model to study contagion effects in a banking system capturing network effects … run simulations of bank valuations and asset prices under a set of stress scenarios. …

We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers …, since it supports the identification of counterparty risk, concentration risk and funding risk within the interbank network … and the wider macro-financial network. …

explicitly takes into account the crisis state of the world. This allows us to model the network formation decision as optimising …