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Mapping the UK Interbank System
14 references·16 citing·50 second hop
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References

  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1996A Strategic Model of Social and Economic Networks2,599 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2003A Noncooperative Model of Network Formation909 cited
  • 2011Does a Central Clearing Counterparty Reduce Counterparty Risk?600 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 2011Rollover Risk and Market Freezes481 cited
  • 2008Lending relationships in the interbank market429 cited
  • 2014Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform320 cited
  • 2009The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation303 cited
  • 2014Finding the core: Network structure in interbank markets220 cited
  • 2015Global systemically important banks: Assessment methodology and the additional loss absorbency requirement200 cited
  • 2006Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis175 cited

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2013
Financial Contagion and Network Analysis
96 cited
  • 2020Multilayer information spillover networks: measuring interconnectedness of financial institutions95 cited
  • 2020Bank-based versus market-based financing: Implications for systemic risk87 cited
  • 2015Dynamical macroprudential stress testing using network theory84 cited
  • 2015Too interconnected to fail: a survey of the interbank networks literature82 cited
  • 2014Emergence of a core-periphery structure in a simple dynamic model of the interbank market80 cited
  • 2016Financial networks, bank efficiency and risk-taking78 cited
  • 2021Non-financial corporations and systemic risk77 cited
  • 2016Network structure analysis of the Brazilian interbank market77 cited
  • 2017The systemic implications of bail-in: A multi-layered network approach75 cited
  • 2015Assessing systemic risk using interbank exposures in the global banking system74 cited
  • 2015Modelling the emergence of the interbank networks67 cited
  • 2019A flow network analysis of direct balance-sheet contagion in financial networks50 cited
  • 2018Liquidity Flows in Interbank Networks48 cited
  • 2016Network centrality and funding rates in the e-MID interbank market42 cited
  • 2021Data Science for Economics and Finance42 cited