{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,17]],"date-time":"2026-04-17T07:36:45Z","timestamp":1776411405481,"version":"3.51.2"},"reference-count":80,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2018,6,22]],"date-time":"2018-06-22T00:00:00Z","timestamp":1529625600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"name":"RASTANEWS","award":["320278"],"award-info":[{"award-number":["320278"]}]},{"name":"RASTANEWS","award":["320278"],"award-info":[{"award-number":["320278"]}]},{"DOI":"10.13039\/501100003130","name":"Fonds Wetenschappelijk Onderzoek","doi-asserted-by":"publisher","award":["1510413"],"award-info":[{"award-number":["1510413"]}],"id":[{"id":"10.13039\/501100003130","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Comput Manag Sci"],"published-print":{"date-parts":[[2019,2]]},"DOI":"10.1007\/s10287-018-0327-8","type":"journal-article","created":{"date-parts":[[2018,6,22]],"date-time":"2018-06-22T01:58:35Z","timestamp":1529632715000},"page":"155-185","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":8,"title":["Identifying systemically important financial institutions: a network approach"],"prefix":"10.1007","volume":"16","author":[{"given":"Pablo","family":"Rovira Kaltwasser","sequence":"first","affiliation":[]},{"given":"Alessandro","family":"Spelta","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2018,6,22]]},"reference":[{"key":"327_CR1","doi-asserted-by":"crossref","unstructured":"Acemoglu D, Ozdaglar A, Tahbaz-Salehi A (2010) Cascades in networks and aggregate volatility. NBER Working Papers 16516, National Bureau of Economic Research, Inc","DOI":"10.3386\/w16516"},{"issue":"2","key":"327_CR2","doi-asserted-by":"publisher","first-page":"564","DOI":"10.1257\/aer.20130456","volume":"105","author":"D Acemoglu","year":"2015","unstructured":"Acemoglu D, Ozdaglar A, Tahbaz-Salehi A (2015) Systemic risk and stability in financial networks. Am Econ Rev 105(2):564\u2013608","journal-title":"Am Econ Rev"},{"key":"327_CR3","doi-asserted-by":"crossref","unstructured":"Acharya VV, Pedersen LH, Philippon T, Richardson M (2010) Measuring systemic risk. Working Paper 1002, Federal Reserve Bank of Cleveland","DOI":"10.26509\/wp-201002"},{"issue":"2","key":"327_CR4","first-page":"184","volume":"4","author":"VV Acharya","year":"2012","unstructured":"Acharya VV, Gromb D, Yorulmazer T (2012) Imperfect competition in the inter-bank market for liquidity as a rationale for central banking. Am Econ J: Macroecon 4(2):184\u2013217","journal-title":"Am Econ J: Macroecon"},{"key":"327_CR5","doi-asserted-by":"crossref","unstructured":"Adrian T, Brunnermeier MK (2008) Covar. Staff Reports 348, Federal Reserve Bank of New York","DOI":"10.2139\/ssrn.1269446"},{"issue":"47","key":"327_CR6","first-page":"97","volume":"74","author":"R Albert","year":"2002","unstructured":"Albert R, Barab\u00e1si A-L (2002) Statistical mechanics of complex networks. Rev Mod Phys 74(47):97","journal-title":"Rev Mod Phys"},{"issue":"1","key":"327_CR7","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1086\/262109","volume":"108","author":"F Allen","year":"2000","unstructured":"Allen F, Gale D (2000) Financial contagion. J Polit Econ 108(1):1\u201333","journal-title":"J Polit Econ"},{"issue":"3","key":"327_CR8","doi-asserted-by":"publisher","first-page":"519","DOI":"10.1016\/j.jfineco.2011.07.003","volume":"104","author":"F Allen","year":"2012","unstructured":"Allen F, Babus A, Carletti E (2012) Asset commonality, debt maturity and systemic risk. J Financ Econ 104(3):519\u2013534","journal-title":"J Financ Econ"},{"key":"327_CR9","doi-asserted-by":"crossref","unstructured":"Babus A (2007) The formation of financial networks. Working Papers 2007.69, Fondazione Eni Enrico Mattei","DOI":"10.2139\/ssrn.939754"},{"key":"327_CR10","unstructured":"Bank of England (2009). The role of macroprudential policy. Discussion paper, Bank of England"},{"key":"327_CR11","unstructured":"Basel I (2004) International convergence of capital measurement and capital standards: a revised framework basle committee on banking supervision. http: \/\/www. bis.org\/publ\/bcbs107.htm"},{"key":"327_CR12","unstructured":"Basel Committee on Banking Supervision (2013) Global systemically important banks: Updated assessment methodology and the higher loss absorbency requirement. Technical report, Bank for International Settlements"},{"key":"327_CR01","unstructured":"Basel Committee on Banking Supervision (2015) Implementation of Basel standards. A report to G20 Leaders on implementation of the Basel III regulatory reforms. Technical report, Bank for International Settlements"},{"issue":"8","key":"327_CR13","doi-asserted-by":"publisher","first-page":"1121","DOI":"10.1016\/j.jedc.2012.04.001","volume":"36","author":"S Battiston","year":"2012","unstructured":"Battiston S, Delli Gatti D, Gallegati M, Greenwald B, Stiglitz JE (2012) Liaisons dangereuses: increasing connectivity, risk sharing and systemic risk. J Econ Dyn Control 36(8):1121\u20131141","journal-title":"J Econ Dyn Control"},{"issue":"22","key":"327_CR14","doi-asserted-by":"publisher","first-page":"5223","DOI":"10.1016\/j.physa.2010.05.058","volume":"389","author":"ML Bech","year":"2010","unstructured":"Bech ML, Atalay E (2010) The topology of the federal funds market. Phys A 389(22):5223\u20135246","journal-title":"Phys A"},{"issue":"4","key":"327_CR15","doi-asserted-by":"publisher","first-page":"466","DOI":"10.1016\/j.socnet.2005.11.005","volume":"28","author":"SP Borgatti","year":"2006","unstructured":"Borgatti SP, Everett MG (2006) A graph-theoretic perspective on centrality. Soc Netwo 28(4):466\u2013484","journal-title":"Soc Netwo"},{"key":"327_CR16","doi-asserted-by":"crossref","unstructured":"Borio CEV (2003) Towards a macroprudential framework for financial supervision and regulation? BIS Working Papers 128, Bank for International Settlements","DOI":"10.2139\/ssrn.841306"},{"key":"327_CR17","unstructured":"Borio CEV, Furfine C, Lowe P (2001) Procyclicality of the financial system and financial stability: Issues and policy options. BIS Working Papers 1, Bank for International Settlements"},{"issue":"6","key":"327_CR18","doi-asserted-by":"publisher","first-page":"677","DOI":"10.1080\/14697680400020325","volume":"4","author":"M Boss","year":"2004","unstructured":"Boss M, Elsinger H, Summer M, Thurner S (2004) Network topology of the interbank market. Quantitative Finance 4(6):677\u2013684","journal-title":"Quantitative Finance"},{"issue":"1\u20137","key":"327_CR19","doi-asserted-by":"publisher","first-page":"107","DOI":"10.1016\/S0169-7552(98)00110-X","volume":"30","author":"S Brin","year":"1998","unstructured":"Brin S, Page L (1998) The anatomy of a large-scale hypertextual web search engine. Comput Netw ISDN Syst 30(1\u20137):107\u2013117","journal-title":"Comput Netw ISDN Syst"},{"key":"327_CR20","doi-asserted-by":"crossref","unstructured":"Brownlees CT, Engle RF (2012) Volatility, correlation and tails for systemic risk measurement. Working paper, mimeo","DOI":"10.2139\/ssrn.1611229"},{"key":"327_CR21","unstructured":"Brunnermeier MK, Crockett A, Goodhart C, Persaud A, Shin H (2009) The Fundamental Principles of Financial Regulation. International Center for Monetary and Banking Studies Centre for Economic Policy Research, Geneva London"},{"key":"327_CR22","doi-asserted-by":"crossref","unstructured":"Castiglionesi F, Navarro N (2007) Optimal fragile financial networks. Discussion Paper 2007-100, Tilburg University, Center for Economic Research","DOI":"10.2139\/ssrn.1089357"},{"key":"327_CR23","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/j.jempfin.2013.10.009","volume":"25","author":"C Castro","year":"2014","unstructured":"Castro C, Ferrari S (2014) Measuring and testing for the systemically important financial institutions. J Empir Finance 25:1\u201314","journal-title":"J Empir Finance"},{"issue":"4","key":"327_CR24","doi-asserted-by":"publisher","first-page":"661","DOI":"10.1137\/070710111","volume":"51","author":"A Clauset","year":"2009","unstructured":"Clauset A, Shalizi CR, Newman ME (2009) Power-law distributions in empirical data. SIAM Rev 51(4):661\u2013703","journal-title":"SIAM Rev"},{"issue":"1","key":"327_CR25","doi-asserted-by":"publisher","first-page":"24","DOI":"10.1016\/j.jfi.2008.06.003","volume":"18","author":"JF Cocco","year":"2009","unstructured":"Cocco JF, Gomes FJ, Martins NC (2009) Lending relationships in the interbank market. J Financ Intermed 18(1):24\u201348","journal-title":"J Financ Intermed"},{"key":"327_CR26","volume-title":"Handbook on systemic risk","author":"R Cont","year":"2013","unstructured":"Cont R, Moussa A, Santos EB (2013) Network structure and systemic risk in banking systems. In: Fouque J-P, Langsam JA (eds) Handbook on systemic risk. Cambridge University Press, Cambridge"},{"key":"327_CR27","doi-asserted-by":"crossref","unstructured":"Craig B, von Peter G (2010) Interbank tiering and money center banks. Working Paper 322, Bank for International Settlements","DOI":"10.26509\/frbc-wp-201014"},{"key":"327_CR28","unstructured":"Crockett A (2000) Marrying the macro- and micro-prudential dimensions of financial stability. BIS Working Papers 1, Bank for International Settlements"},{"key":"327_CR29","doi-asserted-by":"publisher","first-page":"066112","DOI":"10.1103\/PhysRevE.74.066112","volume":"74","author":"G Masi De","year":"2006","unstructured":"De Masi G, Iori G, Caldarelli G (2006) Fitness model for the italian interbank money markets. Phys Rev E 74:066112","journal-title":"Phys Rev E"},{"issue":"123","key":"327_CR30","first-page":"171","volume":"3","author":"H Degryse","year":"2007","unstructured":"Degryse H, Nguyen G (2007) Interbank exposures: an empirical examination of contagion risk in the belgian banking system. Int J Central Bank 3(123):171","journal-title":"Int J Central Bank"},{"issue":"3","key":"327_CR31","doi-asserted-by":"publisher","first-page":"401","DOI":"10.1086\/261155","volume":"91","author":"DW Diamond","year":"1983","unstructured":"Diamond DW, Dybvig PH (1983) Bank runs, deposit insurance, and liquidity. J Polit Econ 91(3):401\u2013419","journal-title":"J Polit Econ"},{"key":"327_CR32","doi-asserted-by":"crossref","unstructured":"Diebold FX, Yilmaz K (2011) On the network topology of variance decompositions: Measuring the connectedness of financial firms. Working Paper 1124, Federal Reserve Bank of Philadelphia","DOI":"10.3386\/w17490"},{"issue":"1","key":"327_CR33","doi-asserted-by":"publisher","first-page":"269","DOI":"10.1007\/BF01386390","volume":"1","author":"EW Dijkstra","year":"1959","unstructured":"Dijkstra EW (1959) A note on two problems in connexion with graphs. Numer Math 1(1):269\u2013271","journal-title":"Numer Math"},{"issue":"4","key":"327_CR34","doi-asserted-by":"publisher","first-page":"586","DOI":"10.1016\/j.jfi.2013.08.001","volume":"22","author":"M Drehmann","year":"2013","unstructured":"Drehmann M, Tarashev N (2013) Measuring the systemic importance of interconnected banks. J Financ Intermed 22(4):586\u2013607","journal-title":"J Financ Intermed"},{"key":"327_CR35","unstructured":"Dungey M, Luciani M, Veredas D (2013) Googling sifis. ULB Institutional Repository 2013\/154950, ULB\u2014Universite Libre de Bruxelles"},{"issue":"9","key":"327_CR36","doi-asserted-by":"publisher","first-page":"1301","DOI":"10.1287\/mnsc.1060.0531","volume":"52","author":"H Elsinger","year":"2006","unstructured":"Elsinger H, Lehar A, Summer M (2006) Risk assessment for banking systems. Manag Sci 52(9):1301\u20131314","journal-title":"Manag Sci"},{"issue":"2\u20133","key":"327_CR37","doi-asserted-by":"publisher","first-page":"235","DOI":"10.1162\/JEEA.2009.7.2-3.235","volume":"7","author":"E Fehr","year":"2009","unstructured":"Fehr E (2009) On the economics and biology of trust. J Eur Econ Assoc 7(2\u20133):235\u2013266","journal-title":"J Eur Econ Assoc"},{"key":"327_CR38","doi-asserted-by":"publisher","first-page":"215","DOI":"10.1016\/0378-8733(78)90021-7","volume":"1","author":"LC Freeman","year":"1978","unstructured":"Freeman LC (1978) Centrality in social networks conceptual clarification. Soc Netw 1:215","journal-title":"Soc Netw"},{"issue":"2","key":"327_CR39","doi-asserted-by":"publisher","first-page":"459","DOI":"10.1093\/rfs\/hhi001","volume":"18","author":"X Freixas","year":"2005","unstructured":"Freixas X, Holthausen C (2005) Interbank market integration under asymmetric infor-mation. Rev Financ Stud 18(2):459\u2013490","journal-title":"Rev Financ Stud"},{"issue":"3","key":"327_CR40","doi-asserted-by":"publisher","first-page":"611","DOI":"10.2307\/2601198","volume":"32","author":"X Freixas","year":"2000","unstructured":"Freixas X, Parigi BM, Rochet J-C (2000) Systemic risk, interbank relations, and liquidity provision by the central bank. J Money Credit Bank 32(3):611\u2013638","journal-title":"J Money Credit Bank"},{"key":"327_CR41","doi-asserted-by":"crossref","unstructured":"Fricke D (2012) Trading strategies in the overnight money market: Correlations and clustering on the e-mid trading platform. Working Paper 1766, Kiel Institute for the World Economy","DOI":"10.1016\/j.physa.2012.07.045"},{"key":"327_CR42","unstructured":"Fricke D, Lux T (2012) Core\u2013periphery structure in the overnight money market: Evidence from the e-mid trading platform. Working Paper 1759, Kiel Institute for the World Economy"},{"key":"327_CR43","unstructured":"Fricke D, Lux T (2013). On the distribution of links in the interbank network: Evidence from the e-mid overnight money markets. Technical report, Kiel Institute for the World Economy"},{"issue":"3","key":"327_CR44","doi-asserted-by":"publisher","first-page":"359","DOI":"10.1007\/s10614-014-9427-x","volume":"45","author":"D Fricke","year":"2015","unstructured":"Fricke D, Lux T (2015) Core-periphery structure in the overnight money market: evidence from the e-mid trading platform. Comput Econ 45(3):359\u2013395","journal-title":"Comput Econ"},{"issue":"1","key":"327_CR45","doi-asserted-by":"publisher","first-page":"33","DOI":"10.1086\/209662","volume":"74","author":"CH Furfine","year":"2001","unstructured":"Furfine CH (2001) Banks as monitors of other banks: evidence from the overnight federal funds market. J Bus 74(1):33\u201357","journal-title":"J Bus"},{"key":"327_CR46","doi-asserted-by":"publisher","first-page":"111","DOI":"10.1353\/mcb.2003.0004","volume":"35","author":"CH Furfine","year":"2003","unstructured":"Furfine CH (2003) Interbank exposures: quantifying the risk of contagion. J Money Credit Bank 35:111\u2013128","journal-title":"J Money Credit Bank"},{"key":"327_CR47","doi-asserted-by":"publisher","first-page":"2401","DOI":"10.1098\/rspa.2009.0410","volume":"466","author":"P Gai","year":"2010","unstructured":"Gai P, Kapadia S (2010) Contagion in financial networks. Proc R Soc A 466:2401\u20132423","journal-title":"Proc R Soc A"},{"key":"327_CR48","unstructured":"Haldane AG (2009) Rethinking the financial networks. Speech delivered at the financial student association, Amsterdam, Bank of England"},{"key":"327_CR49","doi-asserted-by":"publisher","first-page":"351","DOI":"10.1038\/nature09659","volume":"469","author":"AG Haldane","year":"2011","unstructured":"Haldane AG, May R (2011) Systemic risk in banking ecosystems. Nature 469:351\u2013355","journal-title":"Nature"},{"key":"327_CR50","first-page":"1","volume-title":"Rethinking the financial network","author":"AG Haldane","year":"2009","unstructured":"Haldane AG et al (2009) Rethinking the financial network. Speech delivered at the Financial Student Association, Amsterdam, pp 1\u201326"},{"key":"327_CR51","unstructured":"Hatzopoulos, V. and Iori, G. (2012). Information theoretic description of the e-mid interbank market: Implications for systemic risk. Discussion Paper 12\/04, Department of Economics, School of Social Science, City University London"},{"issue":"2","key":"327_CR52","first-page":"40","volume":"8","author":"M Hellwig","year":"2010","unstructured":"Hellwig M (2010) Capital regulation after the crisis: business as usual? CESifo DICE Rep 8(2):40\u201346","journal-title":"CESifo DICE Rep"},{"key":"327_CR53","unstructured":"Inaoka H, Ninomiya T, Taniguchi K, Shimizu T, Takayasu H (2004) Fractal network derived from banking transaction: An analysis of network structures formed by financial institutions. Technical Report 04-E-04, Bank of Japan"},{"issue":"467","key":"327_CR54","first-page":"479","volume":"376","author":"G Iori","year":"2007","unstructured":"Iori G, Ren\u00f2 R, De Masi G, Caldarelli G (2007) Trading strategies in the italian interbank market. Phys A 376(467):479","journal-title":"Phys A"},{"issue":"259","key":"327_CR55","first-page":"278","volume":"32","author":"G Iori","year":"2008","unstructured":"Iori G, De Masi G, Precup O, Gabbi G, Caldarelli G (2008) A network analysis of the Italian overnight money market. J Econ Dyn Control 32(259):278","journal-title":"J Econ Dyn Control"},{"key":"327_CR56","unstructured":"Kashyap AK, Rajan RG, Stein JC (2008) Rethinking capital regulation. In: Proceedings of the 2008 economic symposium. Maintaining stability in a changing financial system. Federal Reserve Bank of Kansas City, pp 431\u2013471"},{"issue":"3","key":"327_CR57","doi-asserted-by":"publisher","first-page":"583","DOI":"10.1016\/j.jebo.2012.05.015","volume":"83","author":"A Krause","year":"2012","unstructured":"Krause A, Giansante S (2012) Interbank lending and the spread of bank failures: a network model of systemic risk. J Econ Behav Organ 83(3):583\u2013608","journal-title":"J Econ Behav Organ"},{"key":"327_CR58","doi-asserted-by":"publisher","first-page":"2004","DOI":"10.1080\/15427951.2004.10129091","volume":"1","author":"AN Langville","year":"2004","unstructured":"Langville AN, Meyer CD (2004) Deeper inside pagerank. Internet Math 1:2004","journal-title":"Internet Math"},{"issue":"63","key":"327_CR59","first-page":"86","volume":"44","author":"LA Meyers","year":"2007","unstructured":"Meyers LA (2007) Contact network epidemiology: bond percolation applied to infectious disease prediction and control. Bull Am Math Soc 44(63):86","journal-title":"Bull Am Math Soc"},{"issue":"5","key":"327_CR60","doi-asserted-by":"publisher","first-page":"1114","DOI":"10.1016\/j.jbankfin.2010.09.018","volume":"35","author":"PE Mistrulli","year":"2011","unstructured":"Mistrulli PE (2011) Assessing financial contagion in the interbank market: maximum entropy versus observed interbank lending patterns. J Bank Finance 35(5):1114\u20131127","journal-title":"J Bank Finance"},{"key":"327_CR61","doi-asserted-by":"crossref","unstructured":"Moore K, Zhou C (2012) Identifying systemically important financial institutions: Size and other determinants. Technical report, mimeo","DOI":"10.2139\/ssrn.1993059"},{"issue":"1","key":"327_CR62","doi-asserted-by":"publisher","first-page":"016128","DOI":"10.1103\/PhysRevE.66.016128","volume":"66","author":"M Newman","year":"2002","unstructured":"Newman M (2002) Spread of epidemic disease on networks. Phys Rev E 66(1):016128","journal-title":"Phys Rev E"},{"key":"327_CR63","doi-asserted-by":"publisher","first-page":"056131","DOI":"10.1103\/PhysRevE.70.056131","volume":"70","author":"M Newman","year":"2004","unstructured":"Newman M (2004) Analysis of weighted networks. Phys Rev E 70:056131","journal-title":"Phys Rev E"},{"key":"327_CR64","doi-asserted-by":"publisher","DOI":"10.1093\/acprof:oso\/9780199206650.001.0001","volume-title":"Networks, an introduction","author":"ME Newman","year":"2010","unstructured":"Newman ME (2010) Networks, an introduction. Oxford University Press, Oxford"},{"key":"327_CR65","doi-asserted-by":"crossref","unstructured":"Nier E, Yang J, Yorulmazer T, Alentorn A (2007) Network models and financial stability. Journal of Economic Dynamics and Control. In: Tenth workshop on economic heterogeneous interacting agents, vol 31(6) pp 2033\u20132060","DOI":"10.1016\/j.jedc.2007.01.014"},{"key":"327_CR66","doi-asserted-by":"publisher","first-page":"066117","DOI":"10.1103\/PhysRevE.63.066117","volume":"63","author":"R Pastor-Satorras","year":"2001","unstructured":"Pastor-Satorras R, Vespignani A (2001a) Epidemic dynamics and endemic states in complex networks. Phys Rev E 63:066117","journal-title":"Phys Rev E"},{"key":"327_CR67","doi-asserted-by":"publisher","first-page":"14","DOI":"10.1103\/PhysRevLett.86.3200","volume":"86","author":"R Pastor-Satorras","year":"2001","unstructured":"Pastor-Satorras R, Vespignani A (2001b) Epidemic spreading in scale-free networks. Phys Rev Lett 86:14","journal-title":"Phys Rev Lett"},{"issue":"4","key":"327_CR68","doi-asserted-by":"publisher","first-page":"733","DOI":"10.2307\/2077918","volume":"28","author":"J-C Rochet","year":"1996","unstructured":"Rochet J-C, Tirole J (1996) Interbank lending and systemic risk. J Money Credit Bank 28(4):733\u2013762","journal-title":"J Money Credit Bank"},{"key":"327_CR69","unstructured":"Rosengren ES (2013) Bank capital: Lessons from the U.S. financial crisis. Technical report, Bank for International Settlements Forum on Key Regulatory and Supervisory Issues in a Basel III World"},{"issue":"IV","key":"327_CR70","first-page":"685","volume":"134","author":"G Sheldon","year":"1998","unstructured":"Sheldon G, Maurer M (1998) Interbank lending and systemic risk: an empirical analysis for switzerland. Swiss J Econ Stat (SJES) 134(IV):685\u2013704","journal-title":"Swiss J Econ Stat (SJES)"},{"issue":"1","key":"327_CR71","doi-asserted-by":"publisher","first-page":"317","DOI":"10.1016\/j.physa.2006.11.093","volume":"379","author":"K Soram\u00e4ki","year":"2007","unstructured":"Soram\u00e4ki K, Bech ML, Arnold J, Glass RJ, Beyeler WE (2007) The topology of interbank payment flows. Phys A 379(1):317\u2013333","journal-title":"Phys A"},{"key":"327_CR72","unstructured":"Tarashev NA, Borio CEV, Tsatsaronis K (2009) The systemic importance of financial institutions. BIS Q Rev. \n                    https:\/\/ssrn.com\/abstract=1473007"},{"key":"327_CR73","doi-asserted-by":"crossref","unstructured":"Thimann C (2014) How insurers differ from banks: A primer on systemic regulation. Special Paper 3, Systemic Risk Centre. LSE","DOI":"10.2139\/ssrn.2502458"},{"issue":"139","key":"327_CR74","first-page":"149","volume":"15","author":"J-C Trichet","year":"2011","unstructured":"Trichet J-C (2011) Intellectual challenges to financial stability analysis in the era of macro-prudential oversight. Financ Stabil Rev 15(139):149","journal-title":"Financ Stabil Rev"},{"issue":"3","key":"327_CR75","doi-asserted-by":"publisher","first-page":"111","DOI":"10.1016\/j.jfs.2010.12.001","volume":"7","author":"C Upper","year":"2011","unstructured":"Upper C (2011) Simulation methods to assess the danger of contagion in interbank markets. J Financ Stabil 7(3):111\u2013125","journal-title":"J Financ Stabil"},{"issue":"4","key":"327_CR76","doi-asserted-by":"publisher","first-page":"827","DOI":"10.1016\/j.euroecorev.2003.12.009","volume":"48","author":"C Upper","year":"2004","unstructured":"Upper C, Worms A (2004) Estimating bilateral exposures in the german interbank market: is there a danger of contagion? Eur Econ Rev 48(4):827\u2013849","journal-title":"Eur Econ Rev"},{"issue":"1","key":"327_CR77","doi-asserted-by":"publisher","first-page":"89","DOI":"10.1214\/13-AOAS710","volume":"8","author":"Y Virkar","year":"2014","unstructured":"Virkar Y, Clauset A et al (2014) Power-law distributions in binned empirical data. Ann Appl Stat 8(1):89\u2013119","journal-title":"Ann Appl Stat"},{"issue":"3","key":"327_CR78","doi-asserted-by":"publisher","first-page":"373","DOI":"10.1016\/j.jfi.2009.07.002","volume":"19","author":"W Wagner","year":"2010","unstructured":"Wagner W (2010) Diversification at financial institutions and systemic crises. J Financ Intermed 19(3):373\u2013386","journal-title":"J Financ Intermed"},{"issue":"5","key":"327_CR79","doi-asserted-by":"publisher","first-page":"1291","DOI":"10.1093\/rfs\/hht008","volume":"26","author":"A Zawadowski","year":"2013","unstructured":"Zawadowski A (2013) Entangled financial systems. Rev Financ Stud 26(5):1291\u20131323","journal-title":"Rev Financ Stud"}],"container-title":["Computational Management Science"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10287-018-0327-8\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10287-018-0327-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10287-018-0327-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,24]],"date-time":"2019-09-24T00:46:41Z","timestamp":1569286001000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10287-018-0327-8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,6,22]]},"references-count":80,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2019,2]]}},"alternative-id":["327"],"URL":"https:\/\/doi.org\/10.1007\/s10287-018-0327-8","relation":{},"ISSN":["1619-697X","1619-6988"],"issn-type":[{"value":"1619-697X","type":"print"},{"value":"1619-6988","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,6,22]]},"assertion":[{"value":"20 September 2017","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"13 June 2018","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"22 June 2018","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}