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Mapping the UK Interbank System
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Mapping the UK Interbank System (2014)Mapping the UK Interbank SystemTowards a Framework for Quantifying Systemic Stability (2012)Towards a Framework for Quant…Default Cascades: When Does Risk Diversification Increase Stability? (2011)Default Cascades: When Does R…Interbank Tiering and Money Center Banks (2010)Interbank Tiering and Money C…Contagion in Financial Networks (2010)Contagion in Financial Networ…The Failure Mechanics of Dealer Banks (2009)The Failure Mechanics of Deal…Network Models and Financial Stability (2008)Network Models and Financial …Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns (2007)Assessing Financial Contagion…Market Liquidity and Funding Liquidity (2005)Market Liquidity and Funding …Over-the-Counter Markets (2004)Over-the-Counter MarketsInterbank Market Integration under Asymmetric Information (2004)Interbank Market Integration …Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2002)Systemic Risk, Interbank Rela…Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion? (2002)Estimating Bilateral Exposure…Interbank Exposures: Quantifying the Risk of Contagion (1999)Interbank Exposures: Quantify…Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Contagion (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)The Producer Service Sector in Italy: Long-Term Growth and its Local Determinants (2007)Skills or Culture? An Analysis of the Decision to Work by Immigrant Women in Italy (2011)A Bayesian Methodology for Systemic Risk Assessment in Financial Networks (2016)Interbank Lending and Systemic Risk (1996)Interbank Exposures: Quantifying the Risk of Contagion (2003)Financial Interlinkages in the United Kingdom's Interbank Market and the Risk of Contagion (2005)Liquidity Coinsurance, Moral Hazard, and Financial Contagion (2007)Stress-Testing Financial Systems: An Overview of Current Methodologies (2007)Systemic Risk in Financial Systems (2001)Does deposit insurance increase banking system stability? An empirical investigation (2002)Global Financial Development Report 2013 (2012)Interbank lending and the spread of bank failures: A network model of systemic risk (2012)Systemic risk on different interbank network topologies (2012)A model of reserves, bank runs, and deposit insurance (1980)Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Mapping the UK interbank system (2014)Overlapping portfolios, contagion, and financial stability (2014)An analysis of the literature on systemic financial risk: A survey (2016)The Bargaining Problem (1950)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Liquidity and Asset Prices (2006)Corporate bond liquidity before and after the onset of the subprime crisis (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)Credit Rationing in Markets with Imperfect Information (1981)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Monetary Policy as Financial Stability Regulation (2012)Private and Public Supply of Liquidity (1998)Value at Risk Models in Finance (2003)Cross-Border Banking in Europe: Implications for Financial Stability and Macroeconomic Policies (2011)The Interbank Market after August 2007: What Has Changed, and Why? (2011)Transmission channels of systemic risk and contagion in the European financial network (2015)The Provisioning Experience of the Major UK Banks: A Small Panel Investigation (2003)Interbank Contagion at Work: Evidence from a Natural Experiment (2010)Contagion in Financial Networks: A Threat Index (2016)
this work references cited by second hop

References

  • 2004Over-the-Counter Markets1,199 cited
  • 2005Market Liquidity and Funding Liquidity863 cited
  • 2011Default Cascades: When Does Risk Diversification Increase Stability?292 cited
  • 2002Estimating Bilateral Exposures in the German Interbank Market: Is There a Danger of Contagion?254 cited
  • 1999Interbank Exposures: Quantifying the Risk of Contagion239 cited
  • 2004Interbank Market Integration under Asymmetric Information212 cited
  • 2010Contagion in Financial Networks211 cited
  • 2008Network Models and Financial Stability178 cited
  • 2007Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns149 cited
  • 2002Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank108 cited
  • 2012Towards a Framework for Quantifying Systemic Stability103 cited
  • 2010Interbank Tiering and Money Center Banks101 cited
  • 2009The Failure Mechanics of Dealer Banks31 cited

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