1. Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data. (2024). Gao, Qifeng ; Shu, Lei ; Song, Lei ; Jin, Shuyue ; Chen, YU.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02617-9.

   Full description at Econpapers || Download paper

2. Concentrated commonalities and systemic risk in Chinas banking system: A contagion network approach. (2022). Jiang, Yile ; Sun, Xiaoqi ; Shi, Qing.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002113.

   Full description at Econpapers || Download paper

1. Afonso, G. ; Shin, H.S. Precautionary demand and liquidity in payment systems. 2011 J. Money Credit Bank.. 43 589-619

2. Amini, H. ; Cont, R. ; Minca, A. Resilience to contagion in financial networks. 2016 Math. Finance. 26 329-365

3. Anand, K. ; Craig, B. ; von Peter, G. Filling in the blanks: Network structure and interbank contagion. 2014 Quant. Finance. 15 625-636

4. Anand, K. ; van Lelyveld, I. ; Banai, Á. ; Friedrich, S. ; Garratt, R. ; Hałaj, G. ; Fique, J. ; Hansen, I. ; Jaramillo, S.M. ; Lee, H. ; Molina-Borboa, J.L. ; Nobili, S. ; Rajan, S. ; Salakhova, D. ; Silva, T.C. ; Silvestri, L. ; de Souza, S.R.S. The missing links: A global study on uncovering financial network structures from partial data. 2018 J. Financ. Stab.. 35 107-119

5. Bardoscia, M. ; Barucca, P. ; Codd, A.B. ; Hill, J. The Decline of Solvency Contagion Risk. 2017 Bank of England:

6. Bardoscia, M. ; Caccioli, F. ; Perotti, J.I. ; Vivaldo, G. ; Caldarelli, G. Distress propagation in complex networks: The case of non-linear DebtRank. 2016 PLoS ONE. 11 -

7. Basel Committee on Banking Supervision Capital treatment for bilateral counterparty credit risk finalised by the Basel Committee. 2011 :
   Paper not yet in RePEc: Add citation now
   
8. Basel Committee on Banking Supervision Making supervisory stress tests more macroprudential: considering liquidity and solvency interactions and systemic risk. 2015 :
   Paper not yet in RePEc: Add citation now
   
9. Battiston, S. ; Puliga, M. ; Kaushik, R. ; Tasca, P. ; Caldarelli, G. DebtRank: too central to fail? Financial networks, the FED and systemic risk. 2012 Sci. Rep.. 2 -
   Paper not yet in RePEc: Add citation now
   

10. Boucekkine, R. ; Nishimura, K. ; Venditti, A. Introduction to international financial markets and banking systems crises. 2017 J. Math. Econom.. 68 87-91

11. Cifuentes, R. ; Ferrucci, G. ; Shin, H.S. Liquidity risk and contagion. 2005 J. Eur. Econom. Assoc.. 3 556-566

12. Cont, R. ; Moussa, A. ; Santos, E.B. Network structure and systemic risk in banking systems. 2010 :

13. Craig, B. ; Von Peter, G. Interbank tiering and money center banks. 2014 J. Financ. Intermed.. 23 322-347

14. Degryse, H. ; Nguyen, G. Interbank Exposures: An Empirical Examination of Contagion Risk in the Belgian Banking System. 2007 Tilburg Law and Economics Center:

15. Derbali, A. ; Jamel, L. ; Wu, S. Measuring the systemic importance of chinese banks based on risk interactions. 2020 Empir. Econ.. -

16. Eisenberg, L. ; Noe, T.H. Systemic risk in financial systems. 2001 Manage. Sci.. 47 236-249

17. Elliott, M. ; Golub, B. ; Jackson, M.O. Financial networks and contagion. 2011 Amer. Econ. Rev.. 104 3115-3153
    Paper not yet in RePEc: Add citation now
    

18. Elsinger, H. ; Lehar, A. ; Summer, M. Risk assessment for banking systems. 2006 Manage. Sci.. 52 1301-1314

19. Erdős, P. ; Rényi, A. On random graphs I. 1959 Publ. Math.. 6 290-297
    Paper not yet in RePEc: Add citation now
    

20. Feinstein, Z. Obligations with physical delivery in a multi-layered financial network. 2019 :

21. Fischer, T. No-arbitrage pricing under systemic risk: Accounting for cross-ownership. 2014 Math. Finance. 24 97-124

22. Furfine, C.H. Interbank exposures: Quantifying the risk of contagion. 2003 J. Money Credit Bank.. 35 111-128

23. Gai, P. ; Kapadia, S. Contagion in financial networks. 2010 Proc. R. Soc. A. 466 2401-2423

24. Gandy, A. ; Veraart, L.A.M. A bayesian methodology for systemic risk assessment in financial networks. 2017 Manage. Sci.. 63 4428-4446

25. Gandy, A. ; Veraart, L.A.M. Adjustable network reconstruction with applications to CDS exposures. 2019 J. Multivariate Anal.. 172 193-209

26. Glasserman, P. ; Young, H.P. Contagion in financial networks. 2015 J. Econ. Lit.. 54 779-831

27. Gong, C. ; Tang, P. ; Wang, Y. Measuring the network connectedness of global stock markets. 2019 Physica A. 535 -

28. Gouriéroux, C. ; HΩ AÁeam, J.-C. ; Monfort, A. Bilateral exposures and systemic solvency risk. 2012 Can. J. Econ.. 45 1273-1309

29. Hałaj, G. ; Kok, C. Assessing interbank contagion using simulated networks. 2013 Comput. Manage. Sci.. 10 157-186

30. Kraft, H. ; Steffensen, M. Asset allocation with contagion and explicit bankruptcy procedures. 2009 J. Math. Econom.. 45 147-167

31. Langfield, S. ; Liu, Z. ; Ota, T. Mapping the UK interbank system. 2014 J. Bank. Financ.. 45 288-303

32. Mastromatteo, I. ; Zarinelli, E. ; Marsili, M. Reconstruction of financial networks for robust estimation of systemic risk. 2012 J. Stat. Mech. Theory Exp.. -

33. Mistrulli, P.E. Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. 2011 J. Bank. Financ.. 35 1114-1127

34. Moussa, A. Contagion and Systemic Risk in Financial Networks. 2011 Columbia University: New York
    Paper not yet in RePEc: Add citation now
    
35. Musmeci, N. ; Battiston, S. ; Caldarelli, G. ; Puliga, M. ; Gabrielli, A. Bootstrapping topological properties and systemic risk of complex networks using the fitness model. 2013 J. Stat. Phys.. 151 720-734
    Paper not yet in RePEc: Add citation now
    

36. Rogers, L.C.G. ; Veraart, L.A.M. Failure and rescue in an interbank network. 2013 Manage. Sci. INFORMS. 59 882-898

37. Suzuki, T. Valuing corporate debt: the effect of cross-holdings of stock and debt. 2002 J. Oper. Res. Soc. Japan. 45 123-144
    Paper not yet in RePEc: Add citation now
    

38. Torri, G. ; Giacometti, R. ; Paterlini, S. Robust and sparse banking network estimation. 2018 European J. Oper. Res.. 270 51-65

39. Upper, C. ; Worms, A. Estimating bilateral exposures in the german interbank market: Is there a danger of contagion?. 2004 Eur. Econ. Rev.. 48 827-849

40. Veraart, L.A.M. Distress and default contagion in financial networks. 2020 Math. Finance. 30 705-737

41. Weber, S. ; Weske, K. The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks. 2017 Probab. Uncertain. Quant. Risk. 2 -
    Paper not yet in RePEc: Add citation now
    

42. Wells, S.J. Financial Interlinkages in the United Kingdom’s Interbank Market and the Risk of Contagion. 2004 Bank of England:

1. Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo.
   In: Staff Working Papers.
   RePEc:bca:bocawp:24-17.

   Full description at Econpapers || Download paper

2. .

   Full description at Econpapers || Download paper

3. How Abundant Are Reserves? Evidence from the Wholesale Payment System. (2022). Shin, Hyun Song ; Duffie, Darrell ; Afonso, Gara ; Rigon, Lorenzo.
   In: Staff Reports.
   RePEc:fip:fednsr:95218.

   Full description at Econpapers || Download paper

4. Cyber risk and the U.S. financial system: A pre-mortem analysis. (2022). Kovner, Anna ; Eisenbach, Thomas ; Lee, Michael Junho.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:145:y:2022:i:3:p:802-826.

   Full description at Econpapers || Download paper

5. The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Cincinelli, Peter ; Meoli, Michele ; Pellegrini, Carlo Bellavite.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x.

   Full description at Econpapers || Download paper

6. Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405.

   Full description at Econpapers || Download paper

7. Payment System Externalities. (2022). Rajan, Uday ; Walden, Johan ; Parlour, Christine A.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:77:y:2022:i:2:p:1019-1053.

   Full description at Econpapers || Download paper

8. How abundant are reserves? Evidence from the wholesale payment system. (2022). Shin, Hyun Song ; Duffie, Darrell ; Rigon, Lorenzo ; Afonso, Gara.
   In: BIS Working Papers.
   RePEc:bis:biswps:1053.

   Full description at Econpapers || Download paper

9. Nominal contracts and the payment system. (2021). Tomura, Hajime.
   In: The Japanese Economic Review.
   RePEc:spr:jecrev:v:72:y:2021:i:2:d:10.1007_s42973-020-00054-8.

   Full description at Econpapers || Download paper

10. Contemporaneous financial intermediation. (2021). Merz, Markus.
    In: Digital Finance.
    RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00029-3.

    Full description at Econpapers || Download paper

11. Reserves Were Not So Ample After All. (2021). Duffie, Darrell ; Copeland, Adam ; Yang, Yilin.
    In: Staff Reports.
    RePEc:fip:fednsr:92866.

    Full description at Econpapers || Download paper

12. Network risk and key players: a structural analysis of interbank liquidity. (2021). Julliard, Christian ; Yuan, Kathy ; Denbee, Edward.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:106280.

    Full description at Econpapers || Download paper

13. Solvency contagion risk in the Chinese commercial banks’ network. (2021). Chen, YU ; Wang, Xiasi ; Jin, Shuyue.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015.

    Full description at Econpapers || Download paper

14. Network risk and key players: A structural analysis of interbank liquidity. (2021). Julliard, Christian ; Yuan, Kathy ; Denbee, Edward.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

    Full description at Econpapers || Download paper

15. Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210.

    Full description at Econpapers || Download paper

16. Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis. (2020). Lee, Michael ; Kovner, Anna ; Eisenbach, Thomas.
    In: Staff Reports.
    RePEc:fip:fednsr:87390.

    Full description at Econpapers || Download paper

17. Bank networks: Contagion, systemic risk and prudential policy. (2017). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:142:y:2017:i:c:p:164-188.

    Full description at Econpapers || Download paper

18. Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Brossard, Olivier ; Saroyan, Susanna.
    In: Post-Print.
    RePEc:hal:journl:hal-01293693.

    Full description at Econpapers || Download paper

19. Payment prioritisation and liquidity risk in collateralised interbank payment systems. (2016). de Caux, Robert ; Brede, Markus ; McGroarty, Frank.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:41:y:2016:i:c:p:139-150.

    Full description at Econpapers || Download paper

20. Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Saroyan, Susanna ; Brossard, Olivier.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

    Full description at Econpapers || Download paper

21. Systemic loops and liquidity regulation. (2016). Faia, Ester ; Aldasoro, Iñaki.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:1-16.

    Full description at Econpapers || Download paper

22. Bank networks: contagion, systemic risk and prudential policy. (2016). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: BIS Working Papers.
    RePEc:bis:biswps:597.

    Full description at Econpapers || Download paper

23. Bank networks: Contagion, systemic risk and prudential policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:87.

    Full description at Econpapers || Download paper

24. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def028.

    Full description at Econpapers || Download paper

25. Systemic Loops and Liquidity Regulation. (2015). Faia, Ester ; Aldasoro, Iñaki.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10918.

    Full description at Econpapers || Download paper

26. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10540.

    Full description at Econpapers || Download paper

27. Bank Networks: Contagion, Systemic Risk and Prudential Policy. (2015). Faia, Ester ; Delli Gatti, Domenico ; Aldasoro, Iñaki.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5182.

    Full description at Econpapers || Download paper

28. Network risk and key players: a structural analysis of interbank liquidity. (2014). Julliard, Christian ; Yepremyan, Liana ; Yuan, Kathy ; Denbee, Edward.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119028.

    Full description at Econpapers || Download paper

29. Ryzyko w systemie platniczym. (Risk in the payment system.). (2013). Górka, Jakub ; Gorka, Jakub.
    In: Problemy Zarzadzania.
    RePEc:sgm:pzwzuw:v:11:i:42:y:2013:p:111-123.

    Full description at Econpapers || Download paper

30. Bubbles, Financial Crises, and Systemic Risk. (2013). Oehmke, Martin ; Brunnermeier, Markus K.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1221-1288.

    Full description at Econpapers || Download paper

31. Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18398.

    Full description at Econpapers || Download paper

32. Rollover risk, network structure and systemic financial crises. (2012). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1088-1100.

    Full description at Econpapers || Download paper

33. Precautionary Reserves and the Interbank Market. (2011). Skeie, David ; McAndrews, James ; Ashcraft, Adam.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:s2:p:311-348.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 19:41:27 || Missing content? Let us know