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Systemic risk in the Angolan interbank payment system : a network approach

Borges, Maria Rosa; Ulica, Lauriano; Gubareva, Mariya - In: Applied economics 52 (2020) 45, pp. 4900-4912

Persistent link: https://www.econbiz.de/10012306516

Identifying systemically important financial institutions : a network approach

Rovira Kaltwasser, Pablo; Spelta, Alessandro - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 155-185

Persistent link: https://www.econbiz.de/10011993457

A network approach to interbank contagion risk in South Africa

Mananga, Pierre Nkou; Lin, Shiqiang; Zhang, Hairui - 2023

Persistent link: https://www.econbiz.de/10014337911

Network topology of the Argentine interbank money market

Forte, Federico - 2019 - This version: October 2019

theory, focusing on the unsecured overnight loans settled from 2003 to 2017. The network, where banks are the nodes and the …This paper provides an empirical network analysis of the Argentine interbank money market, commonly known as call … market, based on data from the Central Bank of Argentina (BCRA). Its main topological features are described applying graph …

Persistent link: https://www.econbiz.de/10012109889

The network structure and systemic risk in the Japanese interbank market

Kanno, Masayasu - In: Japan and the world economy : international journal of … 36 (2015), pp. 102-112

Persistent link: https://www.econbiz.de/10011572894

Filling in the blanks : network structure and interbank contagion

Anand, Kartik; Craig, Ben R.; Von Peter, Goetz - 2014

probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks … systemic risk outcomes when the true pattern of counterparty exposures is unknown. …

Persistent link: https://www.econbiz.de/10010249740