As is known network model is based on the defining element: the transfer channel. The most research in this area focused on what is transferred (flows of material, financial, energy, information) between two nodes in the network and less on “technical support” transfer – transfer channel....

We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model incorporates multiple sources of systemic risk, including size of financial institutions, direct exposure from interbank lendings, and asset fire sales. We suggest a new macroprudential...

We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model incorporates multiple sources of systemic risk, including size of financial institutions, direct exposure from interbank lendings, and asset fire sales. We suggest a new macroprudential...

In response to the very large number of quantitative indicators that have been put forward to measure the level of systemic risk since the start of the subprime crisis, the paper surveys the different indicators available in the economic and financial literature. It distinguishes between (i)...

The global financial system presents a high degree of connectivity and the network theory provides the natural framework for visualizing the structure of it connections. I analyse the financial links established between the frontier markets and how these links evolve over a 10 years period (2001...

В статье рассмотрен ряд проблем, связанных решением задач по деофшоризации экономики, обусловливающих необходимость разработки системы мероприятий,...