Nestedness and systemic risk in financial networks

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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Bibliographic Details
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:
Nestedness
Complex networks
Systemic risk
Financial networks
Online Access:http://www.sciencedirect.com/science/article/pii/S2666143824000188
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