markets across the globe, call for taking a “macro” view on the interconnections arising in the clearing network. Based on the … analysis of derivatives transactions data reported under the EMIR Regulation we reconstruct the network of relationships in the …-cleared derivatives network is modelled in the form of a multiplex network where each layer is represented by a derivatives asset class …

text-to-network process, which has its basis in co-occurrences of bank names and can be analysed quantitatively and … illustrating network structures. We illustrate the text-based approach on European Large and Complex Banking Groups (LCBGs) during …

failure would have the most detrimental contagion effects on the system as a whole. Finally, as the simulation of the network … simulated network structures …

from observing the actions of peers. When the social belief is strong and the financial network is fragmented, banks follow … endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

and temporal node centralities in an economic setting to capture non-Markovian network features. Our approach uncovers the … approach, as opposed to one that uses memoryless measures of network centrality, is able to identify more clearly the nodes …

decline in purchasing power and real national income in the optimal allocation. Through the various expectation channels …