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interconnected banking systems and channel financial distress within a network consisting of banking systems of main advanced …
Persistent link: https://www.econbiz.de/10011374293
with heterogeneous financial institutions granting loans on different network structures, we investigate what market … strategy in uences both the banks' performance and the network topology. In this way, we are able to identify the most … effective tactics adapt to contain contagion and the corresponding network topology. Our analysis shows that, when financial …
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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 …
Persistent link: https://www.econbiz.de/10010527050
In this paper we contribute to the debate on macro-prudential regulation by assessing which structure of the financial system is more resilient to exogenous shocks, and which conditions, in terms of balance sheet compositions, capital requirements and asset prices, guarantee the higher degree of...
Persistent link: https://www.econbiz.de/10010530664
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review is on studies that use network analysis paying special attention to those that apply complex analysis techniques …
Persistent link: https://www.econbiz.de/10010344807