Systemic importance of financial institutions: from a global to a local perspective? A network theory approach

Michele Bonollo, Irene Crimaldi (), Andrea Flori (), Fabio Pammolli () and Massimo Riccaboni ()
Additional contact information
Michele Bonollo: Credito trevigiano
Irene Crimaldi: IMT School for Advanced Studies Lucca
Andrea Flori: IMT School for Advanced Studies Lucca

No 9/2014, Working Papers from IMT School for Advanced Studies Lucca

Abstract: After the systemic effects of bank defaults during the recent financial crisis, and despite a huge amount of literature over the last years to detect systemic risk, no standard methodologies have been set up until now. We aim to build a concise but comprehensive picture of the state of the art, illustrating the open issues, and outlining pathways for future research. In particular, we propose the analysis of some examples of local systems that attract the attention of the financial sector. This work is directed to both academic researchers and practitioners.

Keywords: Systemic Risk; Counterparty Risk; Financial Networks; Basel Regulations; European Market Infrastructure Regulation (search for similar items in EconPapers)
JEL-codes: G01 G18 G21 (search for similar items in EconPapers)
Pages: 29 pages
Date: 2014-09, Revised 2014-09
New Economics Papers: this item is included in nep-ban, nep-net, nep-reg and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Published in EIC working paper series

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http://eprints.imtlucca.it/2282/1/EIC_WP_9_2014.pdf First version, 2014 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:ial:wpaper:9/2014

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