exposures matrix of the interbank network to examine the domino effects and snowball effects of financial contagion. The …

relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in … division of roles between borrowers and lenders in long-run relations by providing evidence on network formation at a yearly …-central banks’ within a network that lend (or borrow) large volumes to (from) several counterparties, while borrowing (or lending …

We implement a novel method to detect systemically important financial institutions in a network. The method consists …'s capital on its contribution to systemic risk in the network is considerably larger when interconnectedness is high (good times …

We model hierarchical cascades of failures among banks linked through an interdependent network. The interaction among … system. Using data extracted from the European Banking Authority, we present the interdependency network composed of 48 banks …-holding network using the aggregated claims. For the robustness, we employ 3 reconstruction methods, called Anan, Hała and Maxe. Then …