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 …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking … 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 … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking …

network of large European banks. This multiplex network presents positive correlated multiplexity and a high similarity … systemic importance index for any bank into the contributions of each of the sub-networks, providing a useful tool for banking … banks to illustrate that both the methodology and the specific level of network aggregation matter in the determination of …

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 … theory, focusing on the unsecured overnight loans settled from 2003 to 2017. The network, where banks are the nodes and the …

probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …

, 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 …

interbank data to capture the size and scale of connections in the network. We proceed to shock these networks per country and … well as the Eurozone interbank market. Finally, we provide evidence of the effects of contagion on each bank, allowing for … bank heterogeneity by comparing the bank's relative financial strength to the strength of the contagion that is modelled by …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector … that encapsulates basic stylized facts fond in comprehensive data sets for bank-firm loans for a number of countries. When …

This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector … that encapsulates basic stylized facts found in comprehensive data sets for bank-firm loans for a number of countries. When …