As the reallocator of liquidity from banks with excess to banks with a deficit, the interbank
money market (IMM) plays a fundamental role in the proper functioning of the banking …

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 …

The scale of non-performing loans (NPLs) directly affects the credit risk of commercial banks,
and a large range of loan defaults will also lead to the liquidity crisis. Furthermore, liquidity …

This paper aims to shed light on the emergence of systemic risk in credit systems. By
developing an interbank market with heterogeneous financial institutions granting loans on …

In this paper, we investigate contagion risk in an endogenous financial network, which is
characterized by credit relationships connecting downstream and upstream firms, interbank …

We investigate a multiplex network of the guarantee market with three layers corresponding
to different types of guarantee relationships in China. We find that three single‐layer …

This study develops a novel agent-based model of the interbank market with endogenous
credit risk formation mechanisms. We allow banks to exchange funds through unsecured …

When studying the interbank money market (IMM), it is common to model banks as agents
interacting through loans to tackle its complexity. However, the use of agent abstraction in …

本文基于外资银行网点数据, 借鉴连锁型网络模型, 构建了1990 年, 2001 年和2015
年中国外资银行空间网络并分析演化结构特征, 最后借助条件Logit 模型探讨了外资银行空间 …

In this paper we analyse the long-term costs and benefits of bailout strategies in models of
networked banking systems. Unlike much of the current literature on financial contagion that …