The severity and longevity of the recession caused by the 2007 financial crisis has
highlighted the lack of a reliable macro-based financial regulation framework. As a …

Network models of interbank exposures allow the mapping of the complex web of financial
linkages among many institutions and address issues of system stability and contagion risk …

A framework for macroprudential regulation that defines systemic risk and macroprudential
policy, describes macroprudential tools, and surveys the effectiveness of existing …

The network pattern of financial linkages is important in many areas of banking and finance.
Yet, bilateral linkages are often unobserved, and maximum entropy serves as the leading …

In this paper, Granger causalities of stock markets of 20 different countries are estimated
from Aug 2019 to Mar 2020. Also, the complex network for global stock markets is …

The banking system is highly interconnected and these connections can be conveniently
represented as an interbank network. This survey presents a systematic overview of the …

Capturing financial network linkages and contagion in stress test models are important goals
for banking supervisors and central banks responsible for micro-and macroprudential policy …

We develop a Bayesian methodology for systemic risk assessment in financial networks
such as the interbank market. Nodes represent participants in the network, and weighted …

The potential impact of interconnected financial institutions on interbank financial systems is
a financial stability concern for central banks and regulators. In examining how financial …

Network analysis is becoming a fundamental tool in the study of systemic risk and financial
contagion in the banking sector. Still, the network structure must typically be estimated from …