Bank networks evolve to be liquid but unstable, new research shows
Stability improves, but higher capital requirements also cut lending in new research
This paper introduces the topic of network visualization to the journal by proposing the use of a combination of data reduction techniques and overlays that allow detection of large-scale patterns and outlier activity.
The issue’s first paper looks at methodologies to measure spillover risks in European sovereign bond markets in the period 2004-15. Our second paper investigates European bond markets. Our final paper in this issue offers a promising new avenue of investigation...
The authors investigate interoperability from the perspective of the multilateral netting property of central clearing.
A multiplex network analysis of the Mexican banking system: link persistence, overlap and waiting times
The paper provides very rich insight into the complex multiplex nature of the Mexican financial system and will help researchers understand and model how these networks interact in other countries where data at such a detailed level is not available.
Network indicators for monitoring intraday liquidity in BOK-Wire+ - Central counterparty links and clearing system exposures - Assessing financial market infrastructures’ systemic importance with authority and hub centrality - Is this bank ill?
By: Jorge A Chan-Lau