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
Targeted attacks and random threats call for different defences, financial research unit finds
US regulators ask banks to assess cross-dependencies of models – prompting some to employ network theory
'Social collateral' collapsed during 2008 crisis, finds Swiss National Bank paper
New FSB analysis reveals interdependencies of clearing system
Through financial network analysis, this paper ascertains the existence of important causal behavior between certain financial assets, as inferred from eight different causality methods.
PLS-SEM model could test assumptions on shadow banks’ risk role
Isda AGM: New analysis – due next month – looks at clearing network risks
In this paper, the authors use a topic-modeling approach to quantify the changing attentions of a major news outlet, the Financial Times, to issues of interest.
How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation
In this paper, the authors study the stability of the interbank market to exogenous shocks using an agent-based network framework.
Model predicts future crashes will not be total wipeout
Rise in geopolitical turmoil drives other risk factors, suggests a network analysis of 2017's survey
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.