, we investigate the network relations based on interbank exposures in Türkiye. We estimate several network statistics and … document how the network relations have changed over the time period of 2002-2021. We find that the network structures vary … items showing the significance of covering all type of exposures in network analysis. Using network statistics, we show that …

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 …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity …

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 …

We study the difference between the level of systemic risk that is empirically measured on an interbank network and the … dynamics, we measure observed systemic risk on e-MID network data (augmented by BankFocus information) and compare it with the … expected systemic of a null model network -- obtained through an appropriate maximum-entropy approach constraining relevant …

The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are … the true interbank network when counterparty exposures are unknown …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector …