This paper studies how systemic risk can appear when rational agents establish derivative contracts in a fixed network … spread the risks throughout the network and harmonize the amount of capital agents tie up respectively to their exposure …

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

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 …

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 …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …

-layered) structure of the network of large European banks. Banks that are well connected or important in one network, tend to also be … well connected in other networks (i.e. the network features positively correlated multiplexity). The di erent layers … the global systemic importance index for any bank into the contributions of each of the sub-networks, providing a …

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 … stress present in the true interbank network when counterparty exposures are unknown. …