Model points to risks of core-periphery structure
Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning
The authors develop an agent-based model to study the impact of a broad range of regulation policies on the banking system.
Bank networks evolve to be liquid but unstable, new research shows
Stability improves, but higher capital requirements also cut lending in new research
This papers is the first to link bank liquidity performance and core–periphery network structures.
This paper aims to build novel measures of systemic risk that take the multivariate nature of the problem into account by means of network models.
The authors explore the implications of directors' networks for company valuation in a concentrated ownership environment and in pyramidal control structures.
This paper presents animated visualizations of transaction flows in the Dutch TARGET2 payment system.
This paper proposes a method based on Granger causality to measure the level of contagion between financial institutions and sovereigns.
This paper examines the network of communication practices among hedge fund managers.
Developments since 2008 open up exciting possibilities, says Kimmo Soramäki
This paper offers a promising new avenue of investigation into how information on firms’ interconnectivity can improve existing credit models.
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...
This paper develops methodologies to measure spillover risks in European sovereign bond markets in the period 2004–15.
The issue features three papers covering topics related to financial stability, group lending and financial markets stress.
Network-based measures as leading indicators of market instability: the case of the Spanish stock market
This paper identifies links between time series data of stock returns for the purpose of understanding the structure of the market and for identifying early-warning signals of forthcoming market stress.
This paper uses network theory to develop models for credit decisions in group lending schemes.
This paper systematically reviews the theoretical literature on interbank networks.