Interbank Network Modeling is a computational and mathematical framework that represents the structure and dynamics of lending and borrowing relationships among banks within a financial system to assess the propagation of solvency and liquidity risks.
185
Publications
11.7K
Citations
312
Authors
222
Institutions
Publications per year
2017–2026
58
Parents
Publications
185
The topology of interbank payment flows
Kimmo Soramäki, Morten L. Bech, Jeffrey Arnold et al. · Physica A Statistical Mechanics and its Applications · 2007 · 657 citations
Business, Finance, Bank Regulation +10
Risk Assessment for Banking Systems
Helmut Elsinger, Alfred Lehar, Martin Summer · Management Science · 2006 · 652 citations
Business, Finance, Risk Management +17
Interbank tiering and money center banks
Ben R. Craig, Goetz von Peter · Journal of Financial Intermediation · 2014 · 557 citations
Failure and Rescue in an Interbank Network
L. C. G. Rogers, Luitgard Anna Maria Veraart · Management Science · 2012 · 417 citations
1–5 of 185
Authors
312
- SB
9
h-index
- CG
7
h-index
- BR
7
h-index
- LALuitgard Anna Maria Veraart
London School of Economics and Political Science, United Kingdom
6 publications · 551 citations
6
h-index
- GC
6
h-index
1–5 of 312
Institutions
222
European Central Bank
Frankfurt am Main, Germany
16 h-index
21 publications
1.2K citations
Deutsche Bundesbank
Frankfurt am Main, Germany
13 h-index
22 publications
1.8K citations
London School of Economics and Political Science
London, United Kingdom
11 h-index
19 publications
997 citations
University College London
London, United Kingdom
9 h-index
11 publications
667 citations
Bank for International Settlements
Basel, Switzerland
9 h-index
9 publications
1.8K citations
Bank of England
London, United Kingdom
9 h-index
10 publications
436 citations
University of Zurich
Zurich, Switzerland
8 h-index
16 publications
975 citations
Federal Reserve Bank of Cleveland
Cleveland, United States
6 h-index
6 publications
779 citations
1–8 of 222
Venues
- SSRN Electronic Journal
Repository · 49 publications · 1.7K citations
26
h-index
- Physica A Statistical Mechanics and its Applications
12 publications · 1K citations
13
h-index
- Journal of Financial Stability
9 publications · 1.2K citations
9
h-index
- RePEc: Research Papers in Economics
Repository · 9 publications · 257 citations
9
h-index
- Journal of Economic Dynamics and Control
7 publications · 325 citations
7
h-index
1–5