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

The objective of this research is to examine the inter-bank network of clients as a channel for credit risk … groups of banks have experienced increase in NPLs through the channel of contagion spread in the interbank network. The … spread of the infection through the banking network is a consequence of the impact of the economic connection among clients …

heterogeneous banking system. The simulation results on scale-free and complete networks do not confirm that this new distance would … important institutions and its time variation is also presented in an interbank network. I also test for the scale-free property … of the Hungarian interbank lending network and besides, network measures as systemic risk indicators are analyzed on …

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

microfounded network model with endogenous network formation to analyze the impact of central banks' monetary policy interventions …

In this paper I assess the resilience of different network topologies to an exogenous shock for varying degrees of … financial integration, as defined by connectivity. Three different network configurations for the financial system are taken … into consideration: random graphs, small world networks and scale free networks. These three network topologies are then …

In this paper, we develop an agent-based multi-layered interbank network model based on a sample of large EU banks. The … sum of the contagion-induced losses when considering the network layers individually. In addition, a bank “systemic … importance” measure based on the multi-layered network model is developed and is shown to outperform standard network centrality …

interbank data to capture the size and scale of connections in the network. We proceed to shock these networks per country and …

that can best be characterized as a shrinking of the interbank network. Such a change in the network structure is … consequential: banks with higher centrality within the network have better access to liquidity and are able to charge larger …