that can best be characterized as a shrinking of the interbank network. Such a change in the network structure is … consequential: banks with higher centrality within the network have better access to liquidity and are able to charge larger …

from the theory of complex networks. We investigate by means of Monte Carlo simulations the fragility of several network … crucial drivers of interbank contagion, such as network topology, leverage, interconnectedness, heterogeneity and homogeneity …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector …

that can best be characterized as a shrinking of the interbank network. Such a change in the network structure is … consequential: banks with higher centrality within the network have better access to liquidity and are able to charge larger …

The euro area overnight interbank market is best described as a network of over-the-counter lending relationships. We … study liquidity reallocation in this interbank network using a novel dataset of all interbank loans settled between European …

The objective of this research is to examine the inter-bank network of clients as a channel for credit risk … groups of banks have experienced increase in NPLs through the channel of contagion spread in the interbank network. The … spread of the infection through the banking network is a consequence of the impact of the economic connection among clients …

interbank data to capture the size and scale of connections in the network. We proceed to shock these networks per country and …

important institutions and its time variation is also presented in an interbank network. I also test for the scale-free property … of the Hungarian interbank lending network and besides, network measures as systemic risk indicators are analyzed on …

network. We first provide a characterization of the unique equilibrium of banks' liquidity holdings for any network of credit … lines. Then, we endogenize the network and show that every equilibrium network is a complete coreperiphery graph. Central … accounting for banks' endogenous linking decisions, a narrower corridor may lead to a sparser interbank network with higher …