We study the difference between the level of systemic risk that is empirically measured on an interbank network and the … dynamics, we measure observed systemic risk on e-MID network data (augmented by BankFocus information) and compare it with the … expected systemic of a null model network -- obtained through an appropriate maximum-entropy approach constraining relevant …

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 …

This paper examines the link between bank competition measures and risk indicators using quarterly interbank exposures … competition and individual bank solvency risk. In this paper, we take one step forward in analyzing the relationship between … competition and systemic risk. We use counterfactual bank-level contagion risk indicators as a proxy of systemic risk to assess …

-to-asset, undercapitalized, and low network centrality banks. However, this effect is moderated by formal bank regulation (e.g., deposit … study examining the effect of the pandemic on bank systemic risk. We find the pandemic increases systemic risk across … countries. The effect operates through government policy and bank default risk channels. Additional analysis suggests that the …

large negative impact on the bank systemic risk, and the effect is more pronounced for small and unprofitable banks. Further … analysis shows that the decline in bank systemic risk is due to the lower similarity of asset and liability structure between …

paper we study the European bank network and its vulnerability to stressing differ- ent bank assets. The importance of macro … bipartite network with bank nodes on one hand and asset nodes on the other with weighted links between the two layers based on … stressing the bank network and find that while the system is able to withstand shocks for a wide range of parameters, we …

the perspective of financial network. This study constructs a tail risk network to present overall systemic risk of …