Financial stability in networks of financial institutions and market infrastructures

RJ Berndsen, C León, L Renneboog - Journal of Financial Stability, 2018 - Elsevier
An interdependent network coupling financial institutions' multiplex (ie multi-layer) and
financial market infrastructures' single-layer networks gives a more accurate picture of a …

A two-stage stochastic multi-objective resilience optimization model for network expansion of interdependent power–water networks under disruption

A Tiong, HA Vergara - International Journal of Critical Infrastructure …, 2023 - Elsevier
Network expansion of interdependent critical infrastructures under disruption uncertainty is
modeled as a mixed-integer two-stage stochastic multi-objective optimization program. In …

Evaluation of network expansion decisions for resilient interdependent critical infrastructures with different topologies

A Tiong, HA Vergara - International Journal of Critical Infrastructure …, 2023 - Elsevier
Resilient interdependent critical infrastructures (CIs) can better withstand cascading failures
in disruptive events. This study proposes network expansion as a resilience improvement …

Systemic risk mitigation strategy for power grid cascade failures using constrained spectral clustering

M Salama, W El-Dakhakhni, M Tait - International Journal of Critical …, 2023 - Elsevier
Power grids are prone to damage induced by natural or anthropogenic hazard events that
might disrupt the functionality of key/multiple grid components concurrently, resulting in a …

Financial stability and interacting networks of financial institutions and market infrastructures

C León, R Berndsen, L Renneboog - European Banking Center …, 2014 - papers.ssrn.com
An interacting network coupling financial institutions' multiplex (ie multi-layer) and financial
market infrastructures' single-layer networks gives an accurate picture of a financial system's …

Dynamic network flow model for power grid systemic risk assessment and resilience enhancement

M Salama, W El-Dakhakhni, MJ Tait… - Journal of infrastructure …, 2022 - ascelibrary.org
Power infrastructure networks are susceptible to performance disruptions induced by natural
or anthropogenic hazard events. For example, extreme weather events or cyberattacks can …

Mixed strategy for power grid resilience enhancement under cyberattack

M Salama, W El-Dakhakhni, M Tait - Sustainable and Resilient …, 2022 - Taylor & Francis
Power infrastructure networks continue to be at risk under natural and anthropogenic hazard
events. Cyberattacks targeting power grids aim at magnifying the impacts through damage …

A multi-layer network of the sovereign securities market

C León, J Pérez, L Renneboog - Available at SSRN 2532461, 2014 - papers.ssrn.com
We study the network of Colombian sovereign securities settlements. With data from the
settlement market infrastructure we study financial institutions' transactions from three …

HMN: Generalization of Heterogeneous and Multi-layered Network

SK Chatterjee, S Kundu - arXiv preprint arXiv:2310.11534, 2023 - arxiv.org
A network may have different types of entities and their relations. Further, there could be
additional layers of ties. The former is referred to as Heterogeneous networks, while the …

A multi-layer network of the Colombian sovereign securities market

C León, J Pérez, L Renneboog - Analyzing the economics of …, 2016 - igi-global.com
This chapter examines the network of Colombian sovereign securities settlements. With data
from the settlement market infrastructure we study financial institutions' transactions from …