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

from the theory of complex networks. We investigate by means of Monte Carlo simulations the fragility of several network … crucial drivers of interbank contagion, such as network topology, leverage, interconnectedness, heterogeneity and homogeneity …

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 …