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SinkRank: An Algorithm for Identifying Systemically Important Banks in Payment Systems
7 references·12 citing·41 second hop
SinkRank: An Algorithm for Identifying Systemically Important Banks in Payment Systems (2013)SinkRank: An Algorithm for Identifying Sy…DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk (2012)DebtRank: Too Central to Fail…Interbank Tiering and Money Center Banks (2010)Interbank Tiering and Money C…An agent-based model of payment systems (2010)An agent-based model of payme…Systemic risk in the netting system (1996)Systemic risk in the netting …Power and Centrality: A Family of Measures (1987)Power and Centrality: A Famil…Factoring and weighting approaches to status scores and clique identification (1972)Factoring and weighting appro…A New Status Index Derived from Sociometric Analysis (1953)A New Status Index Derived fr…Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks (2020)Analysis of the impact of Sin…“Too central to fail” systemic risk measure using PageRank algorithm (2019)“Too central to fail” systemi…Systemic importance analysis of chinese financial institutions based on volatility spillover network (2018)Systemic importance analysis …A return spillover network perspective analysis of Chinese financial institutions’ systemic importance (2018)A return spillover network pe…Network centrality and funding rates in the e-MID interbank market (2016)Network centrality and fundin…Identifying central bank liquidity super-spreaders in interbank funds networks (2016)Identifying central bank liqu…Too Interconnected to Fail: A Survey of the Interbank Networks Literature (2015)Too Interconnected to Fail: A…Multiplex Interbank Networks and Systemic Importance: An Application to European Data (2015)Multiplex Interbank Networks …Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture (2014)Rethinking financial stabilit…Interbank Exposure Networks (2014)Interbank Exposure NetworksInput–output-based measures of systemic importance (2014)Input–output-based measures o…Authority Centrality and Hub Centrality as Metrics of Systemic Importance of Financial Market Infrastructures (2013)Authority Centrality and Hub …Risk Assessment for Banking Systems (2004)Systemic risk on different interbank network topologies (2012)Finance and Economics Discussion Series (2022)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)A Network-Based Analysis of Over-the-Counter Markets (2011)Systemic Risk from Global Financial Derivatives (2012)Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893 (2017)Some effects of certain communication patterns on group performance. (1951)Networks as the Pipes and Prisms of the Market (2001)Structural vs. relational embeddedness: social capital and managerial performance (2005)On Network Theory (2011)The Product Space Conditions the Development of Nations (2007)Systemic risk in banking ecosystems (2011)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Climate Risks and Financial Stability (2020)Social physics (2022)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Graph-Based Stock Recommendation by Time-Aware Relational Attention Network (2021)How do investors in Chinese stock market react to external uncertainty? An event study to the Sino-US disputes (2021)The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis (2021)An analysis of competitive externalities in gross settlement systems (1998)The intraday liquidity management game (2003)Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions (2012)Macroeconomic Policy in DSGE and Agent-Based Models (2012)Using Agent-Based Models for Analyzing Threats to Financial Stability (2015)Power-Law Distributions in Empirical Data (2009)The interbank network across the global financial crisis: Evidence from Italy (2017)Power-law distributions in empirical data (2018)Spillovers and diversification potential of bank equity returns from developed and emerging America (2020)Econometric Analysis of Panel Data (2021)Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach (2022)Measuring Political Sophistication (1987)A Relational View of Information Seeking and Learning in Social Networks (2003)Social Movements and Networks (2003)A computational model of trust and reputation (2003)Dynamics of Dyads in Social Networks: Assortative, Relational, and Proximity Mechanisms (2010)Financial stability in networks of financial institutions and market infrastructures (2016)
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References

  • 1987Power and Centrality: A Family of Measures5,196 cited
  • 1953A New Status Index Derived from Sociometric Analysis3,877 cited
  • 1972Factoring and weighting approaches to status scores and clique identification3,212 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 1996Systemic risk in the netting system167 cited
  • 2010Interbank Tiering and Money Center Banks101 cited
  • 2010An agent-based model of payment systems83 cited

Cited by

  • 2014Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture70 cited
  • 2016Identifying central bank liquidity super-spreaders in interbank funds networks61 cited
  • 2020Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks60 cited
  • 2015Too Interconnected to Fail: A Survey of the Interbank Networks Literature51 cited
  • 2019“Too central to fail” systemic risk measure using PageRank algorithm49 cited
  • 2014Input–output-based measures of systemic importance47 cited
  • 2016Network centrality and funding rates in the e-MID interbank market42 cited
  • 2014Interbank Exposure Networks

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30 cited
  • 2018Systemic importance analysis of chinese financial institutions based on volatility spillover network27 cited
  • 2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance26 cited
  • 2015Multiplex Interbank Networks and Systemic Importance: An Application to European Data26 cited
  • 2013Authority Centrality and Hub Centrality as Metrics of Systemic Importance of Financial Market Infrastructures22 cited