In this paper, the authors investigate a credit rating problem based on the network of trading information (NoTI).
This paper examines the relationship between the topology of interbank networks and their ability to propagate localized, idiosyncratic shocks across the banking sector via banks’ interbank claims on one another.
‘More realistic’ core-periphery model leads to wipeout of network if several nodal banks default
In shadow of Metro Bank WhatsApp episode, panellists warn banks need to deftly handle social media blow-ups
This paper investigates the effects of contagion in interbank-lending networks, with a special focus on the theoretical grounding of centrality measures.
Structural changes in the interbank market across the financial crisis from multiple core–periphery analysis
In this work, the authors employ the KM–ER algorithm to characterize the internal organization of eMID.
This paper quantifies the interrelations induced among financial institutions by common asset holdings.
This paper surveys the use of networks and network-based methods to study economy- related questions.
A new breed of vendors could change the face of risk management, if they can hang around long enough
Market feedback loops have a signature that can be spotted and monetised, new fund SIMAG says
This paper contributes to the financial networks literature by providing evidence that well-connected bankers on the boards of directors of nonfinancial firms reduce information asymmetry between credit markets and firms.
In this paper, the authors study the topological and structural properties of the bank–sector credit network of Spain over the period 1997–2007.
This paper presents an evaluation of how risk interdependence affects the risk management process.
This paper extensively compares mutual-information-based networks with correlation-based networks on a stand-alone basis and in the framework of active investment strategies.
Researchers find multiple, asymmetric cores in interbank market, posing different systemic risks
This paper proposes a framework to identify the structure of a financial network and its evolution over time, and presents an application to an interbank market with complete actual data.
Charges would encourage systemic banks to buy protection from less significant players
Network studies are being used to identify model dependencies and concentrations
Risk taxonomies driven by top-down approach or externally imposed labels expose firms to blind spots