Mapping bank securities across euro area sectors: comparing funding and exposure networks
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- Hüser, Anne-Caroline & Kok, Christoffer, 2019. "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Bank of England working papers 795, Bank of England.
References listed on IDEAS
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"Foundations of system-wide financial stress testing with heterogeneous institutions,"
Bank of England working papers
861, Bank of England.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers 2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Artiga Gonzalez, Tanja & Dyakov, Teodor & Inhoffen, Justus & Wipplinger, Evert, 2024.
"Crowding of international mutual funds,"
Journal of Banking & Finance, Elsevier, vol. 164(C).
- Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021. "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin 1937, DIW Berlin, German Institute for Economic Research.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021.
"Advances in the agent-based modeling of economic and social behavior,"
SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
- Michele Leonardo Bianchi, 2023. "Assessing and forecasting the market risk of bank securities holdings: a data-driven approach," Risk Management, Palgrave Macmillan, vol. 25(4), pages 1-23, December.
- Carlos León & Javier Miguélez, 2021.
"Securities cross-holding in the Colombian financial system: a topological approach,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(4), pages 786-806, February.
- Carlos León & Javier Miguélez, 2020. "Securities cross-holding in the Colombian financial system: A topological approach," Borradores de Economia 1134, Banco de la Republica de Colombia.
- Paola D'Orazio & Jessica Reale & Anh Duy Pham, 2023. "Climate-induced liquidity crises: interbank exposures and macroprudential implications," Chemnitz Economic Papers 059, Department of Economics, Chemnitz University of Technology.
- Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
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More about this item
Keywords
Interbank networks; macro-financial networks; macroprudential analysis.; market microstructure; multilayer networks;All these keywords.
JEL classification:
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2019-05-06 (Banking)
- NEP-EEC-2019-05-06 (European Economics)
- NEP-FMK-2019-05-06 (Financial Markets)
- NEP-MAC-2019-05-06 (Macroeconomics)
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