As the total value of the global financial market outgrew the value of the real economy,
financial institutions created a global web of interactions that embodies systemic risks …

We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …

This paper proposes a dynamic multi-agent model of a banking system with central bank.
Banks optimize a portfolio of risky investments and riskless excess reserves according to …

We explore the network topology of the federal funds market. This market is important for
distributing liquidity throughout the financial system and for the implementation of monetary …

We model a stylized banking system where banks are characterized by the amount of
capital, cash reserves and their exposure to the interbank loan market as borrowers as well …

We simulate shocks to the real sector and evaluate how the financial system reacts and
amplifies these events using unique Brazilian loan-level data between banks and banks and …

In this paper, we provide a detailed analysis of the roles financial institutions play within the
Brazilian interbank market using a network-based approach. We present a novel …

This study considers the effects of the financial institutions' local topology structure in the
financial network on their systemic risk contribution using data from the Chinese stock …

Recent literature has focused on the study of systemic risk in complex networks. It is clear
now, after the crisis of 2008, that the aggregate behavior of the interaction among agents is …

In this paper, we analyze the performance of several network centrality measures in
detecting systemically important financial institutions (SIFI) using data from the Turkish …