Systemic risk in banking systems arises from losses transmitted through networks of contractual exposures. Yet, most …

most commonly applied basic ML techniques-namely, Artificial Neural Networks (ANNs), Support Vector Machines (SVMs), and …

connections that can be efficiently modeled using graph neural networks (GNNs). The key mechanism of GNNs is the message passing … features from its neighbors and combining them with its own. In convolutional graph neural networks (GCNs), all neighboring … importance of neighbors, graph attention networks (GAT) have been introduced. The aim of the study was to evaluate the …