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

of interbank networks, which in turn allows for checking the sensitivity of interbank network structures and hence their … exposures limits. The sequential network formation mechanism presented in the paper is based on a portfolio optimisation model … key parameters may affect interbank network structures and can be a valuable tool for analysing the impact of various …

’ incentives and strategic behaviours. We propose a model to study contagion effects in a banking system capturing network effects …

In this paper, we develop an agent-based multi-layered interbank network model based on a sample of large EU banks. The …-induced losses when considering the network layers individually. In addition, a bank “systemic importance” measure based on the multi …-layered network model is developed and is shown to outperform standard network centrality indicators. The finding of non …

proprietary dataset on bilateral exposures, we investigate the Euro Area interbank network and find the effect of trust relies on … the network structure of interbank markets. Core banks acting as interbank intermediaries in the network are more …

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 …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …

controlling contagion in case of complete information about an interbank network, we augment the model with three plausible types … network of 373 banks. On the basis of an exogenous shock leading to defaults of some banks in the network, we find that the …