We investigate systemic risk and how financial contagion propagates within the euro area banking system by employing the Maximum Entropy method. The study captu

This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems. As th

This paper studies the interconnectedness of the global financial system and its susceptibility to shocks. A novel multilayer network framework is applied to li

This paper presents a novel approach to investigate and model the network of euro area banks’ large exposures within the global banking system. Drawing on a u

The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This pap