We provide an overview of the relationship between financial networks and systemic risk.
We present a taxonomy of different types of systemic risk, differentiating between direct …

In this review we discuss advances in the agent-based modeling of economic and social
systems. We show the state of the art of the heuristic design of agents and how behavioral …

This paper discusses different definitions of systemic risk and identifies the challenges,
which regulators face in addressing this phenomenon. We conducted a systematic literature …

The complex web of exposures and interlinkages across the financial system highlights the
relevance of network analysis in understanding systemic risk and guiding the design of …

Systemic risk in the banking sector is usually associated with long periods of economic
downturns and very large social costs. On one hand, shocks coming from correlated …

This paper shows how the combined endogenous reaction of banks and investment funds to
an exogenous shock can amplify or dampen losses to the financial system compared to …

In recent years there has been growing attention on the risks posed by climate change. One
relevant question for financial stability is to which extent the materialisation of transition risks …

In this paper, we have carried out the predictions for growth or spurt in Systemic Risk across
the different categories of financial institutions in India relative to the change in the market …

We provide a new metric for the systemic importance of banks based on the intensity of
spillovers of daily CDS movements. We denote this a bank's Individual Systemic Risk (ISR) …

This study documents significant differences in the interbank market lending and borrowing
levels across countries. We argue that the existing differences in interbank market usage …