Liquidity flows in interbank networks
F Castiglionesi, M Eboli - Review of Finance, 2018 - academic.oup.com
… This result implies that the star-shaped network is most resilient to systemic risk. Second,
we analyze the banks’ decentralized interbank deposit decisions for a given network structure. …
we analyze the banks’ decentralized interbank deposit decisions for a given network structure. …
Do banks change their liquidity ratios based on network characteristics?
… applying interbank network simulation, this paper investigates the impact of interbank network
topology on bank liquidity ratios. Whereas regulators have put more emphasis on liquidity …
topology on bank liquidity ratios. Whereas regulators have put more emphasis on liquidity …
Liquidity Networks in Banking.
E Orhun - Finance a Uver: Czech Journal of Economics & …, 2017 - search.ebscohost.com
… In a setting where banks are prone to liquidity risk due to early withdrawals by depositors, …
the optimal liquidity network relationship that banks will settle. The paper interprets the network …
the optimal liquidity network relationship that banks will settle. The paper interprets the network …
Network risk and key players: A structural analysis of interbank liquidity
… liquidity multiplier of an interbank network and banks’ contributions to systemic risk. To provide
payment services, banks … the interbank network in transmitting individual banks’ liquidity …
payment services, banks … the interbank network in transmitting individual banks’ liquidity …
An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking
… , banks are a very rich source of historical data. Thus, we can implement these techniques
for measuring a bank liquidity … More precisely, Artificial Neural Networks (ANNs) and genetic …
for measuring a bank liquidity … More precisely, Artificial Neural Networks (ANNs) and genetic …
Systemic liquidity shortages and interbank network structures
SH Lee - Journal of Financial Stability, 2013 - Elsevier
… bank tend to aggravate the liquidity shortage of a deficit bank. A … network structures on
liquidity shortages, we construct six types of interbank network structures – (1) a complete network; …
liquidity shortages, we construct six types of interbank network structures – (1) a complete network; …
Liquidity in financial networks
H Hayakawa - Computational Economics, 2020 - Springer
… of liquidity that is necessary to settle a given network of … liquidity, we assume that funds are
input to each bank only initially in Stage 2, and that lending/borrowing funds between banks …
input to each bank only initially in Stage 2, and that lending/borrowing funds between banks …
Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy
… between bank competition, loan price and bank liquidity networks. While enhancing
competition in the banking system, the regulator should also pay attention toward making liquidity …
competition in the banking system, the regulator should also pay attention toward making liquidity …
A network view on interbank liquidity
S Gabrieli, CP Georg - 2017 - papers.ssrn.com
… We show the existence of a centrality premium when banks act as intermediaries of liquidity:
banks with a one standard deviation higher betweenness centrality capture a 30% larger …
banks with a one standard deviation higher betweenness centrality capture a 30% larger …
Global financial network and liquidity risk
JN Inekwe, Y Jin… - Australian Journal of …, 2018 - journals.sagepub.com
… intermediaries in the network. Liquidity risk issue is lowered when banks have independent
… among these global banks adversely affect their liquidity levels and confirm the propositions …
… among these global banks adversely affect their liquidity levels and confirm the propositions …
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