, bank-specific features, such as balance sheet size, predict how banks position themselves in the interbank market. This …

, bank-specific features, such as balance sheet size, predict how banks position themselves in the interbank market. This …

network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover …

the Maximum Entropy method. The study captures multiple snapshots of a dynamic financial network and uses counterfactual … network. Systemic risk within the northern euro area banking system is less apparent, while the southern euro area banking … system is more prone and susceptible to bank failures provoked by financial contagion. By modelling the contagion path the …

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 complexity, cross …

non-linear function of the combination of network structures and bank-specific characteristics. …This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within … contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find …

In this paper I assess the resilience of different network topologies to an exogenous shock for varying degrees of … financial integration, as defined by connectivity. Three different network configurations for the financial system are taken … into consideration: random graphs, small world networks and scale free networks. These three network topologies are then …