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One of the main lessons of the recent financial crisis is that the network structure of the banking system has to be taken into account to assess systemic risk. In this chapter, we analyze the topological properties of the network of the Euro Area banking sector with the primary aim of assessing...
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We study the international interbank market through a geometric analysis of empirical data. The geometric analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small dimension. Geometric...
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