Nestedness and systemic risk in financial networks

In this paper, we explore the relationship between node nestedness contribution and network stability in financial networks. We rely on data from the Brazilian interbank market. For each bank in the network, we computed the individual nestedness contribution (INC), along with two measures of systemi...

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Main Authors: Michel Alexandre, Felipe Jordão Xavier, Thiago Christiano Silva, Francisco A. Rodrigues
Format: Article
Language:English
Published: Elsevier 2025-06-01
Series:Latin American Journal of Central Banking
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2666143824000188
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author Michel Alexandre
Felipe Jordão Xavier
Thiago Christiano Silva
Francisco A. Rodrigues
author_facet Michel Alexandre
Felipe Jordão Xavier
Thiago Christiano Silva
Francisco A. Rodrigues
author_sort Michel Alexandre
collection DOAJ
description In this paper, we explore the relationship between node nestedness contribution and network stability in financial networks. We rely on data from the Brazilian interbank market. For each bank in the network, we computed the individual nestedness contribution (INC), along with two measures of systemic risk: systemic impact (SI) and systemic vulnerability (SV). The INC is computed considering the different roles played by the banks: lender and borrower. We found that borrowing banks with a higher INC would cause more damage to the network if they were hit by a shock — i.e, they have a higher SI. Moreover, lending banks with a higher INC are more vulnerable to shocks on the network.
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publishDate 2025-06-01
publisher Elsevier
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series Latin American Journal of Central Banking
spelling doaj-art-e9df138a0fe94679b9488886acd3dca62025-08-20T02:17:09ZengElsevierLatin American Journal of Central Banking2666-14382025-06-016210013610.1016/j.latcb.2024.100136Nestedness and systemic risk in financial networksMichel Alexandre0Felipe Jordão Xavier1Thiago Christiano Silva2Francisco A. Rodrigues3Research Department, Central Bank of Brazil, Brazil; Department of Economics, University of São Paulo, SBS Q3, Bloco B, 70074-900, Brasília, Brazil; Corresponding author at: Research Department, Central Bank of Brazil, Brazil.Institute of Mathematics and Computer Science, University of São Paulo, BrazilResearch Department, Central Bank of Brazil, Brazil; Universidade Católica de Brasília, BrazilInstitute of Mathematics and Computer Science, University of São Paulo, BrazilIn this paper, we explore the relationship between node nestedness contribution and network stability in financial networks. We rely on data from the Brazilian interbank market. For each bank in the network, we computed the individual nestedness contribution (INC), along with two measures of systemic risk: systemic impact (SI) and systemic vulnerability (SV). The INC is computed considering the different roles played by the banks: lender and borrower. We found that borrowing banks with a higher INC would cause more damage to the network if they were hit by a shock — i.e, they have a higher SI. Moreover, lending banks with a higher INC are more vulnerable to shocks on the network.http://www.sciencedirect.com/science/article/pii/S2666143824000188NestednessComplex networksSystemic riskFinancial networks
spellingShingle Michel Alexandre
Felipe Jordão Xavier
Thiago Christiano Silva
Francisco A. Rodrigues
Nestedness and systemic risk in financial networks
Latin American Journal of Central Banking
Nestedness
Complex networks
Systemic risk
Financial networks
title Nestedness and systemic risk in financial networks
title_full Nestedness and systemic risk in financial networks
title_fullStr Nestedness and systemic risk in financial networks
title_full_unstemmed Nestedness and systemic risk in financial networks
title_short Nestedness and systemic risk in financial networks
title_sort nestedness and systemic risk in financial networks
topic Nestedness
Complex networks
Systemic risk
Financial networks
url http://www.sciencedirect.com/science/article/pii/S2666143824000188
work_keys_str_mv AT michelalexandre nestednessandsystemicriskinfinancialnetworks
AT felipejordaoxavier nestednessandsystemicriskinfinancialnetworks
AT thiagochristianosilva nestednessandsystemicriskinfinancialnetworks
AT franciscoarodrigues nestednessandsystemicriskinfinancialnetworks