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With the aim to measure and monitor systemic risk, we present some topological metrics for the interbank exposures and the payments system networks. The evolution of such networks is analyzed, we draw important conclusions from the systemic risk's perspective and propose a measure of...
Persistent link: https://www.econbiz.de/10011051950
With the purpose of measuring and monitoring systemic risk, some topological properties of the interbank exposures and the payments system networks are studied. We propose non-topological measures which are useful to describe the individual behavior of banks in both networks. The evolution of...
Persistent link: https://www.econbiz.de/10010569405
Persistent link: https://www.econbiz.de/10010424375