Narrow search
Showing 1 - 10 of 19,322
Cover Image
Mapping bank securities across euro area sectors : comparing funding and exposure networks
Hüser, Anne-Caroline; Kok Sørensen, Christoffer - 2019
We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers are broken down by key instruments and maturities as well as the secured nature of the transaction. This paper utilizes a unique dataset of banking sector crossholdings of...
Persistent link: https://www.econbiz.de/10011997550
Cover Image
Multiplex interbank networks and systemic importance : an application to European data
Aldasoro, Iñaki; Alves, Iván - 2015 - Last revised: 6 Aug 2015
systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …
Persistent link: https://www.econbiz.de/10011539902
Cover Image
Multiplex interbank networks and systemic importance : an application to European data
Aldasoro, Iñaki; Alves, Iván - 2015
systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …
Persistent link: https://www.econbiz.de/10010527050
Cover Image
Multiplex interbank networks and systemic importance : an application to European data
Aldasoro, Iñaki; Alves, Iván - 2016
systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …
Persistent link: https://www.econbiz.de/10011975150
Cover Image
Macroprudential Consolidation Policy in Interbank Networks
Gaffeo, Edoardo - 2014
level of bank capitalization. The existence of a large highly connected hub is beneficial in a capitalized network with a …
Persistent link: https://www.econbiz.de/10013057924
Cover Image
On the Optimal Control of Interbank Contagion in the Euro Area Banking System
Fukker, Gábor; Kok Sørensen, Christoffer - 2021
In this paper we present a methodology of model-based calibration of additional capital needed in an interconnected financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored to controlling contagion in case of complete information about...
Persistent link: https://www.econbiz.de/10013226863
Cover Image
On the optimal control of interbank contagion in the euro area banking system
Fukker, Gábor; Kok Sørensen, Christoffer - 2021
In this paper we present a methodology of model-based calibration of additional capital needed in an interconnected financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored to controlling contagion in case of complete information about...
Persistent link: https://www.econbiz.de/10012519357
Cover Image
Mapping Bank Securities across Euro Area Sectors : Comparing Funding and Exposure Networks
Hüser, Anne-Caroline - 2019
We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers are broken down by key instruments and maturities as well as the secured nature of the transaction. This paper utilizes a unique dataset of banking sector crossholdings of...
Persistent link: https://www.econbiz.de/10012871535
Cover Image
Comap : Mapping Contagion in the Euro Area Banking Sector
Covi, Giovanni - 2019
with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that …-linear function of the combination of network structures and bank-specific characteristics …
Persistent link: https://www.econbiz.de/10012864120
Cover Image
Insights in European Interbank Network Contagion
Philippas, Dionisis - 2015
well as the Eurozone interbank market. Finally, we provide evidence of the effects of contagion on each bank, allowing for … bank heterogeneity by comparing the bank's relative financial strength to the strength of the contagion that is modelled by …
Persistent link: https://www.econbiz.de/10013032806