Financial stability through the lens of complex systems

G Hałaj, S Martinez-Jaramillo, S Battiston - Journal of Financial Stability, 2024 - Elsevier
In this cover paper, we introduce a Special Issue (SI) published after the fourth edition of a
series of financial stability conferences organized by Bank of Mexico, CEMLA, Bank of …

[HTML][HTML] Understanding changes in the topology and geometry of financial market correlations during a market crash

PTW Yen, K ** an Early Warning System for Financial Networks: An Explainable Machine Learning Approach
D Purnell Jr, A Etemadi, J Kamp - Entropy, 2024 - mdpi.com
Identifying the influential variables that provide early warning of financial network instability
is challenging, in part due to the complexity of the system, uncertainty of a failure, and …

Aggregate Risk and Lending Decisions in the Interbank Market

A Bechara, A Bernales, C Cañón… - Journal of Money …, 2024 - Wiley Online Library
We introduce a novel measure of the market‐wide risk of the interbank market: the total
(across all banks) uncollateralized/collateralized lending volume ratio: M wide R isk I nter B …

The hazard prediction problem

ME Helander, B Smith, S Charchut, E Swiatowy, C Nau… - Safety Science, 2024 - Elsevier
This work formulates the hazard prediction problem while addressing the research question:
Can machine learning create a model to automatically recognize patterns that correspond to …

[PDF][PDF] Cooperativismo de Crédito eo Efeito Anticíclico Nacional. A ótica cooperativa na política monetária.

PICA Salvador - seer.ufu.br
Este artigo analisa a dinâmica divergente entre bancos cooperativos e bancos comerciais
em relação à taxa básica de juros. Contrariando a tendência dos bancos comerciais, os …

[PDF][PDF] The effects of two-way lending between financial conglomerates in the repo market

C Cañón, J Florez-Acosta… - … de Economía; No …, 2023 - repositorio.banrep.gov.co
We examine how market structure, market power, and systemic risk respond to close and
intense lending relationships between financial conglomerates (FCs) in non-centrally …

Aggregate Risk and Lending Decisions in the Interbank Market

A Bechara Bitar, A Bernales, C Cañón… - Alejandro and Cañón …, 2019 - papers.ssrn.com
We introduce a novel measure of the market-wide risk of the interbank market: the total
(across all banks) uncollateralized/collateralized lending volume ratio: MwideRiskInterB …