Financial stability and interacting networks of financial institutions and market infrastructures

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Borradores de Economía; No. 848
Date published
2014-10-14
Date of last update
2014-10-14
Author
León-Rincón, Carlos Eduardo
Berndsen, Ron J.
Renneboog, Luc
Document language
spa
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
An interacting network coupling financial institutions’ multiplex (i.e. multi-layer) and financial market infrastructures' single-layer networks gives an accurate picture of a financial system's true connective architecture. We examine and compare the mai
JEL Codes
D85 - Network Formation and Analysis: TheoryD53 - Financial MarketsG20 - Financial Institutions and Services: GeneralL14 - Transactional Relationships; Contracts and Reputation; Networks
Keywords
Multiplex networks ; Interacting networks ; Financial stability ; Contagion ; Financial market infrastructures ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6135
https://hdl.handle.net/20.500.12134/6135
https://doi.org/10.32468/be.848
https://ideas.repec.org/p/bdr/borrec/848.html
https://ideas.repec.org/p/col/000094/012254.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit