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Interbank Exposure Networks

Listed author(s):
  • Sam Langfield

    ()

  • Kimmo Soramäki

    ()

Financial institutions are highly interconnected. Consequently, they form complex systems which are inherently unstable. This paper reviews empirical research on the instability of complex interbank systems. Three network approaches are distinguished: descriptions of interbank exposure networks; simulation and modelling; and the development of new metrics to describe network topology and individual banks’ relative importance. The paper concludes by inferring policy implications and priorities for future research. Copyright Springer Science+Business Media New York 2016

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File URL: http://hdl.handle.net/10.1007/s10614-014-9443-x
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Article provided by Springer & Society for Computational Economics in its journal Computational Economics.

Volume (Year): 47 (2016)
Issue (Month): 1 (January)
Pages: 3-17

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Handle: RePEc:kap:compec:v:47:y:2016:i:1:p:3-17
DOI: 10.1007/s10614-014-9443-x
Contact details of provider: Web page: http://www.springer.com

Web page: http://www.comp-econ.org/

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