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Mapping bank securities across euro area sectors: comparing funding and exposure networks. (2019). Kok, Christoffer ; Huser, Anne-Caroline.
In: Bank of England working papers.
RePEc:boe:boeewp:0795.

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Cites: 21

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Cocites: 50

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  1. Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep059.

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  2. Assessing and forecasting the market risk of bank securities holdings: a data-driven approach. (2023). Bianchi, Michele Leonardo.
    In: Risk Management.
    RePEc:pal:risman:v:25:y:2023:i:4:d:10.1057_s41283-023-00131-3.

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  3. A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn.
    In: Working Papers.
    RePEc:dnb:dnbwpp:757.

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  4. Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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  5. Crowding of International Mutual Funds. (2021). Wipplinger, Evert ; Inhoffen, Justus ; Dyakov, Teodor ; Gonzalez, Tanja Artiga.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1937.

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  7. Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0861.

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  8. Securities cross-holding in the Colombian financial system: A topological approach. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1134.

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References

References cited by this document

  1. Abad, J., Aldasoro, I., Aymanns, C., D’Errico, M., Rousová, L. F., Hoffmann, P., Langfield, S., Neychev, M., Roukny, T., et al. (2016). Shedding light on dark markets: First insights from the new eu-wide otc derivatives dataset. ESRB Occasional Paper Series, 10:1–32.

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  5. Cabrales, A., Gale, D., and Gottardi, P. (2015). Financial contagion in networks. In Bramoulle, Y., Galleotti, A., and Rogers, B., editors, Oxford Handbook on the Economics of Networks, pages 306–326. Oxford University Press.

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  11. Glasserman, P. and Young, P. (2015). Contagion in financial networks. Office of Financial Research Working Paper.

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  13. Hüser, A.-C., Hałaj, G., Kok, C., Perales, C., and van der Kraaij, A. (2018). The systemic implications of bail-in: a multi-layered network approach. Journal of Financial Stability, 38:81–97.

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  17. Montagna, M. and Kok, C. (2016). Multi-layered interbank model for assessing systemic risk. ECB Working Paper Series, 1944.

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  21. Wells, S. (2004). Financial interlinkages in the United Kingdom’s interbank market and the risk of contagion. Bank of England Quarterly Bulletin, 44(3):331.

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.