{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,10]],"date-time":"2026-06-10T15:30:18Z","timestamp":1781105418664,"version":"3.54.1"},"reference-count":98,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2017,11,21]],"date-time":"2017-11-21T00:00:00Z","timestamp":1511222400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"},{"start":{"date-parts":[[2017,11,21]],"date-time":"2017-11-21T00:00:00Z","timestamp":1511222400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0"}],"funder":[{"DOI":"10.13039\/501100000269","name":"Economic and Social Research Council","doi-asserted-by":"publisher","award":["ES\/K002309\/1"],"award-info":[{"award-number":["ES\/K002309\/1"]}],"id":[{"id":"10.13039\/501100000269","id-type":"DOI","asserted-by":"publisher"}]},{"name":"FET Project DOLFINS","award":["640772"],"award-info":[{"award-number":["640772"]}]},{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["15H05729 and 16K03551"],"award-info":[{"award-number":["15H05729 and 16K03551"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["J Comput Soc Sc"],"published-print":{"date-parts":[[2018,1]]},"DOI":"10.1007\/s42001-017-0008-3","type":"journal-article","created":{"date-parts":[[2017,11,21]],"date-time":"2017-11-21T14:22:23Z","timestamp":1511274143000},"page":"81-114","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":144,"title":["Network models of financial systemic risk: a review"],"prefix":"10.1007","volume":"1","author":[{"given":"Fabio","family":"Caccioli","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Paolo","family":"Barucca","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Teruyoshi","family":"Kobayashi","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2017,11,21]]},"reference":[{"issue":"7181","key":"8_CR1","doi-asserted-by":"publisher","first-page":"893","DOI":"10.1038\/451893a","volume":"451","author":"RM May","year":"2008","unstructured":"May, R. M., Levin, S. A., & Sugihara, G. (2008). Complex systems: Ecology for bankers. Nature, 451(7181), 893\u2013895.","journal-title":"Nature"},{"issue":"5939","key":"8_CR2","doi-asserted-by":"crossref","first-page":"422","DOI":"10.1126\/science.1173644","volume":"325","author":"F Schweitzer","year":"2009","unstructured":"Schweitzer, F., Fagiolo, G., Sornette, D., Vega-Redondo, F., Vespignani, A., & White, D. R. (2009). Economic networks: The new challenges. Science, 325(5939), 422\u2013425.","journal-title":"Science"},{"issue":"6275","key":"8_CR3","doi-asserted-by":"publisher","first-page":"818","DOI":"10.1126\/science.aad0299","volume":"351","author":"S Battiston","year":"2016","unstructured":"Battiston, S., Farmer, J. D., Flache, A., Garlaschelli, D., Haldane, A. G., Heesterbeek, H., et al. (2016). Complexity theory and financial regulation. Science, 351(6275), 818\u2013819.","journal-title":"Science"},{"issue":"7330","key":"8_CR4","doi-asserted-by":"publisher","first-page":"351","DOI":"10.1038\/nature09659","volume":"469","author":"AG Haldane","year":"2011","unstructured":"Haldane, A. G., & May, R. M. (2011). Systemic risk in banking ecosystems. Nature, 469(7330), 351\u2013355.","journal-title":"Nature"},{"key":"8_CR5","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139151184","volume-title":"Handbook on Systemic Risk","author":"JP Fouque","year":"2013","unstructured":"Fouque, J. P., & Langsam, J. A. (2013). Handbook on Systemic Risk. Cambridge: Cambridge University Press."},{"issue":"2","key":"8_CR6","doi-asserted-by":"publisher","first-page":"236","DOI":"10.1287\/mnsc.47.2.236.9835","volume":"47","author":"L Eisenberg","year":"2001","unstructured":"Eisenberg, L., & Noe, T. H. (2001). Systemic risk in financial systems. Management Science, 47(2), 236\u2013249.","journal-title":"Management Science"},{"issue":"2120","key":"8_CR7","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. Proceedings of the Royal Society A, 466(2120), 2401\u20132423.","journal-title":"Proceedings of the Royal Society A"},{"issue":"9","key":"8_CR8","doi-asserted-by":"publisher","first-page":"5766","DOI":"10.1073\/pnas.082090499","volume":"99","author":"DJ Watts","year":"2002","unstructured":"Watts, D. J. (2002). A simple model of global cascades on random networks. Proceedings of the National Academy of Sciences USA, 99(9), 5766\u20135771.","journal-title":"Proceedings of the National Academy of Sciences USA"},{"key":"8_CR9","doi-asserted-by":"publisher","first-page":"541","DOI":"10.1038\/srep00541","volume":"2","author":"S Battiston","year":"2012","unstructured":"Battiston, S., Puliga, M., Kaushik, R., Tasca, P., & Caldarelli, G. (2012). Debtrank: Too central to fail? Financial networks, the Fed and systemic risk. Scientific Reports, 2, 541.","journal-title":"Scientific Reports"},{"issue":"36","key":"8_CR10","doi-asserted-by":"publisher","first-page":"10031","DOI":"10.1073\/pnas.1521573113","volume":"113","author":"S Battiston","year":"2016","unstructured":"Battiston, S., Caldarelli, G., May, R. M., Roukny, T., & Stiglitz, J. E. (2016). The price of complexity in financial networks. Proceedings of the National Academy of Sciences USA, 113(36), 10031\u201310036.","journal-title":"Proceedings of the National Academy of Sciences USA"},{"issue":"2","key":"8_CR11","doi-asserted-by":"publisher","first-page":"285","DOI":"10.2140\/pjm.1955.5.285","volume":"5","author":"A Tarski","year":"1955","unstructured":"Tarski, A. (1955). A lattice-theoretical fixpoint theorem and its applications. Pacific Journal of Mathematics, 5(2), 285\u2013309.","journal-title":"Pacific Journal of Mathematics"},{"issue":"4","key":"8_CR12","doi-asserted-by":"publisher","first-page":"882","DOI":"10.1287\/mnsc.1120.1569","volume":"59","author":"LC Rogers","year":"2013","unstructured":"Rogers, L. C., & Veraart, L. A. (2013). Failure and rescue in an interbank network. Management Science, 59(4), 882\u2013898.","journal-title":"Management Science"},{"key":"8_CR13","unstructured":"Visentin, G., Battiston, S., D\u2019Errico, M. (2016). Rethinking financial contagion. arXiv:1608.07831 ."},{"issue":"9","key":"8_CR14","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. Management Science, 52(9), 1301\u20131314.","journal-title":"Management Science"},{"key":"8_CR15","unstructured":"Barucca, P., Bardoscia, M., Caccioli, F., D\u2019Errico, M., Visentin, G., Battiston, S., Caldarelli, G. (2016). Network valuation in financial systems. arXiv:1606.05164 ."},{"issue":"5","key":"8_CR16","doi-asserted-by":"publisher","first-page":"056103","DOI":"10.1103\/PhysRevE.75.056103","volume":"75","author":"JP Gleeson","year":"2007","unstructured":"Gleeson, J. P., & Cahalane, D. J. (2007). Seed size strongly affects cascades on random networks. Physical Review E, 75(5), 056103.","journal-title":"Physical Review E"},{"issue":"6","key":"8_CR17","doi-asserted-by":"publisher","first-page":"062816","DOI":"10.1103\/PhysRevE.90.062816","volume":"90","author":"K-M Lee","year":"2014","unstructured":"Lee, K.-M., Brummitt, C. D., & Goh, K.-I. (2014). Threshold cascades with response heterogeneity in multiplex networks. Physical Review E, 90(6), 062816.","journal-title":"Physical Review E"},{"issue":"6","key":"8_CR18","doi-asserted-by":"publisher","first-page":"062823","DOI":"10.1103\/PhysRevE.92.062823","volume":"92","author":"T Kobayashi","year":"2015","unstructured":"Kobayashi, T. (2015). Trend-driven information cascades on random networks. Physical Review E, 92(6), 062823.","journal-title":"Physical Review E"},{"key":"8_CR19","doi-asserted-by":"publisher","DOI":"10.1093\/acprof:oso\/9780199206650.001.0001","volume-title":"Networks: An Introduction","author":"MEJ Newman","year":"2010","unstructured":"Newman, M. E. J. (2010). Networks: An Introduction. Oxford: Oxford University Press."},{"issue":"25","key":"8_CR20","doi-asserted-by":"publisher","first-page":"5468","DOI":"10.1103\/PhysRevLett.85.5468","volume":"85","author":"DS Callaway","year":"2000","unstructured":"Callaway, D. S., Newman, M. E., Strogatz, S. H., & Watts, D. J. (2000). Network robustness and fragility: Percolation on random graphs. Physical Review Letters, 85(25), 5468.","journal-title":"Physical Review Letters"},{"key":"8_CR21","unstructured":"Kobayashi, T., Takaguchi, T. (2017). Social dynamics of financial networks. arXiv:1703.10832 ."},{"issue":"1","key":"8_CR22","doi-asserted-by":"publisher","first-page":"016106","DOI":"10.1103\/PhysRevE.72.016106","volume":"72","author":"M Bogu\u00f1\u00e1","year":"2005","unstructured":"Bogu\u00f1\u00e1, M., & Serrano, M. A. (2005). Generalized percolation in random directed networks. Physical Review E, 72(1), 016106.","journal-title":"Physical Review E"},{"issue":"1","key":"8_CR23","doi-asserted-by":"publisher","first-page":"016110","DOI":"10.1103\/PhysRevE.84.016110","volume":"84","author":"J Payne","year":"2011","unstructured":"Payne, J., Harris, K., & Dodds, P. (2011). Exact solutions for social and biological contagion models on mixed directed and undirected, degree-correlated random networks. Physical Review E, 84(1), 016110.","journal-title":"Physical Review E"},{"issue":"1","key":"8_CR24","doi-asserted-by":"publisher","first-page":"25","DOI":"10.1093\/comnet\/cnt003","volume":"1","author":"TR Hurd","year":"2013","unstructured":"Hurd, T. R., & Gleeson, J. P. (2013). On Watts\u2019 cascade model with random link weights. Journal of Complex Networks, 1(1), 25\u201343.","journal-title":"Journal of Complex Networks"},{"key":"8_CR25","doi-asserted-by":"crossref","DOI":"10.1007\/978-3-319-33930-6","volume-title":"Contagion!: Systemic Risk in Financial Networks","author":"TR Hurd","year":"2016","unstructured":"Hurd, T. R. (2016). Contagion!: Systemic Risk in Financial Networks. New York: Springer."},{"key":"8_CR26","unstructured":"Unicomb, S., I\u00f1iguez, G., Karsai, M. (2017). Threshold driven contagion on weighted networks. arXiv:1707.02185 ."},{"issue":"6","key":"8_CR27","doi-asserted-by":"publisher","first-page":"068701","DOI":"10.1103\/PhysRevLett.107.068701","volume":"107","author":"JP Gleeson","year":"2011","unstructured":"Gleeson, J. P. (2011). High-accuracy approximation of binary-state dynamics on networks. Physical Review Letters, 107(6), 068701.","journal-title":"Physical Review Letters"},{"issue":"2","key":"8_CR28","doi-asserted-by":"publisher","first-page":"021004","DOI":"10.1103\/PhysRevX.3.021004","volume":"3","author":"JP Gleeson","year":"2013","unstructured":"Gleeson, J. P. (2013). Binary-state dynamics on complex networks: Pair approximation and beyond. Physical Review X, 3(2), 021004.","journal-title":"Physical Review X"},{"key":"8_CR29","doi-asserted-by":"crossref","first-page":"290","DOI":"10.5486\/PMD.1959.6.3-4.12","volume":"6","author":"P Erd\u0151s","year":"1959","unstructured":"Erd\u0151s, P., & R\u00e9nyi, A. (1959). On random graphs I. Publicationes Mathematicae, 6, 290\u2013297.","journal-title":"Publicationes Mathematicae"},{"issue":"6","key":"8_CR30","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","key":"8_CR31","doi-asserted-by":"publisher","first-page":"259","DOI":"10.1016\/j.jedc.2007.01.032","volume":"32","author":"G Iori","year":"2008","unstructured":"Iori, G., De Masi, G., Precup, O. V., Gabbi, G., & Caldarelli, G. (2008). A network analysis of the Italian overnight money market. Journal of Economic Dynamics and Control, 32(1), 259\u2013278.","journal-title":"Journal of Economic Dynamics and Control"},{"key":"8_CR32","volume-title":"Handbook on Systemic Risk","author":"R Cont","year":"2013","unstructured":"Cont, R., Moussa, A., & Santos, E. B. (2013). Network structure and systemic risk in banking systems. In J.-P. Fouque & J. A. Langsam (Eds.), Handbook on Systemic Risk. New York: Cambridge University Press."},{"issue":"3","key":"8_CR33","doi-asserted-by":"publisher","first-page":"036112","DOI":"10.1103\/PhysRevE.83.036112","volume":"83","author":"S Melnik","year":"2011","unstructured":"Melnik, S., Hackett, A., Porter, M. A., Mucha, P. J., & Gleeson, J. P. (2011). The unreasonable effectiveness of tree-based theory for networks with clustering. Physical Review E, 83(3), 036112.","journal-title":"Physical Review E"},{"issue":"3","key":"8_CR34","doi-asserted-by":"publisher","first-page":"030302","DOI":"10.1103\/PhysRevE.93.030302","volume":"93","author":"F Radicchi","year":"2016","unstructured":"Radicchi, F., & Castellano, C. (2016). Beyond the locally treelike approximation for percolation on real networks. Physical Review E, 93(3), 030302.","journal-title":"Physical Review E"},{"issue":"1","key":"8_CR35","first-page":"012005","volume":"221","author":"Y Ikeda","year":"2010","unstructured":"Ikeda, Y., Hasegawa, T., & Nemoto, K. (2010). Cascade dynamics on clustered network. Journal of Physics: Conference Series, 221(1), 012005.","journal-title":"Journal of Physics: Conference Series"},{"issue":"1","key":"8_CR36","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, M. L., Arnold, J., Glass, R. J., & Beyeler, W. E. (2007). The topology of interbank payment flows. Physica A, 379(1), 317\u2013333.","journal-title":"Physica A"},{"issue":"22","key":"8_CR37","doi-asserted-by":"publisher","first-page":"5223","DOI":"10.1016\/j.physa.2010.05.058","volume":"389","author":"ML Bech","year":"2010","unstructured":"Bech, M. L., & Atalay, E. (2010). The topology of the federal funds market. Physica A, 389(22), 5223\u20135246.","journal-title":"Physica A"},{"issue":"6","key":"8_CR38","doi-asserted-by":"publisher","first-page":"066115","DOI":"10.1103\/PhysRevE.79.066115","volume":"79","author":"PS Dodds","year":"2009","unstructured":"Dodds, P. S., & Payne, J. L. (2009). Analysis of a threshold model of social contagion on degree-correlated networks. Physical Review E, 79(6), 066115.","journal-title":"Physical Review E"},{"issue":"2","key":"8_CR39","doi-asserted-by":"publisher","first-page":"026125","DOI":"10.1103\/PhysRevE.80.026125","volume":"80","author":"J Payne","year":"2009","unstructured":"Payne, J., Dodds, P., & Eppstein, M. (2009). Information cascades on degree-correlated random networks. Physical Review E, 80(2), 026125.","journal-title":"Physical Review E"},{"issue":"2","key":"8_CR40","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1371\/journal.pone.0170579","volume":"12","author":"TR Hurd","year":"2017","unstructured":"Hurd, T. R., Gleeson, J. P., & Melnik, S. (2017). A framework for analyzing contagion in assortative banking networks. PLoS One, 12(2), 1\u201320.","journal-title":"PLoS One"},{"issue":"3","key":"8_CR41","doi-asserted-by":"publisher","first-page":"203","DOI":"10.1093\/comnet\/cnu016","volume":"2","author":"M Kivel\u00e4","year":"2014","unstructured":"Kivel\u00e4, M., Arenas, A., Barthelemy, M., Gleeson, J. P., Moreno, Y., & Porter, M. A. (2014). Multilayer networks. Journal of Complex Networks, 2(3), 203\u2013271.","journal-title":"Journal of Complex Networks"},{"issue":"6","key":"8_CR42","doi-asserted-by":"publisher","first-page":"062813","DOI":"10.1103\/PhysRevE.91.062813","volume":"91","author":"CD Brummitt","year":"2015","unstructured":"Brummitt, C. D., & Kobayashi, T. (2015). Cascades in multiplex financial networks with debts of different seniority. Physical Review E, 91(6), 062813.","journal-title":"Physical Review E"},{"issue":"4","key":"8_CR43","doi-asserted-by":"publisher","first-page":"673","DOI":"10.1080\/14697688.2014.968356","volume":"15","author":"L Bargigli","year":"2015","unstructured":"Bargigli, L., Di Iasio, G., Infante, L., Lillo, F., & Pierobon, F. (2015). The multiplex structure of interbank networks. Quantitative Finance, 15(4), 673\u2013691.","journal-title":"Quantitative Finance"},{"key":"8_CR44","doi-asserted-by":"publisher","first-page":"70","DOI":"10.1016\/j.jfs.2015.08.001","volume":"20","author":"S Poledna","year":"2015","unstructured":"Poledna, S., Molina-Borboa, J. L., Mart\u00ednez-Jaramillo, S., van der Leij, M., & Thurner, S. (2015). The multi-layer network nature of systemic risk and its implications for the costs of financial crises. Journal of Financial Stability, 20, 70\u201381.","journal-title":"Journal of Financial Stability"},{"issue":"31","key":"8_CR45","doi-asserted-by":"publisher","first-page":"12647","DOI":"10.1073\/pnas.1105882108","volume":"108","author":"N Beale","year":"2011","unstructured":"Beale, N., Rand, D. G., Battey, H., Croxson, K., May, R. M., & Nowak, M. A. (2011). Individual versus systemic risk and the regulator\u2019s dilemma. Proceedings of the National Academy of Sciences USA, 108(31), 12647\u201312652.","journal-title":"Proceedings of the National Academy of Sciences USA"},{"key":"8_CR46","doi-asserted-by":"publisher","first-page":"1219","DOI":"10.1038\/srep01219","volume":"3","author":"X Huang","year":"2013","unstructured":"Huang, X., Vodenska, I., Havlin, S., & Stanley, H. E. (2013). Cascading failures in bi-partite graphs: Model for systemic risk propagation. Scientific Reports, 3, 1219.","journal-title":"Scientific Reports"},{"key":"8_CR47","doi-asserted-by":"publisher","first-page":"233","DOI":"10.1016\/j.jbankfin.2014.05.021","volume":"46","author":"F Caccioli","year":"2014","unstructured":"Caccioli, F., Shrestha, M., Moore, C., & Farmer, J. D. (2014). Stability analysis of financial contagion due to overlapping portfolios. Journal of Banking & Finance, 46, 233\u2013245.","journal-title":"Journal of Banking & Finance"},{"key":"8_CR48","doi-asserted-by":"publisher","first-page":"50","DOI":"10.1016\/j.jedc.2014.09.041","volume":"51","author":"F Caccioli","year":"2015","unstructured":"Caccioli, F., Farmer, J. D., Foti, N., & Rockmore, D. (2015). Overlapping portfolios, contagion, and financial stability. Journal of Economic Dynamics and Control, 51, 50\u201363.","journal-title":"Journal of Economic Dynamics and Control"},{"issue":"10","key":"8_CR49","doi-asserted-by":"publisher","first-page":"434","DOI":"10.1140\/epjb\/e2013-40072-9","volume":"86","author":"T Kobayashi","year":"2013","unstructured":"Kobayashi, T. (2013). Network versus portfolio structure in financial systems. European Physical Journal B, 86(10), 434.","journal-title":"European Physical Journal B"},{"key":"8_CR50","doi-asserted-by":"publisher","first-page":"113","DOI":"10.1016\/j.econlet.2014.05.003","volume":"124","author":"T Kobayashi","year":"2014","unstructured":"Kobayashi, T. (2014). A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades. Economics Letters, 124, 113\u2013116.","journal-title":"Economics Letters"},{"key":"8_CR51","doi-asserted-by":"publisher","first-page":"383","DOI":"10.1016\/j.jbankfin.2014.02.006","volume":"50","author":"P Glasserman","year":"2015","unstructured":"Glasserman, P., & Young, H. P. (2015). How likely is contagion in financial networks? Journal of Banking & Finance, 50, 383\u2013399.","journal-title":"Journal of Banking & Finance"},{"key":"8_CR52","unstructured":"Battiston, S., D\u2019Errico, M., Visentin, G. (2016). Rethinking financial contagion. arXiv:1608.07831 ."},{"issue":"3","key":"8_CR53","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. Journal of Financial Stability, 7(3), 111\u2013125.","journal-title":"Journal of Financial Stability"},{"key":"8_CR54","volume-title":"Financial networks. Department of Economics Discussion Paper 753","author":"P Glasserman","year":"2015","unstructured":"Glasserman, P., & Young, H. P. (2015). Financial networks. Department of Economics Discussion Paper 753. Oxford: University of Oxford."},{"issue":"3\u20134","key":"8_CR55","doi-asserted-by":"crossref","first-page":"117","DOI":"10.1515\/strm-2015-0005","volume":"33","author":"S Battiston","year":"2016","unstructured":"Battiston, S., Caldarelli, G., D\u2019Errico, M., & Gurciullo, S. (2016). Leveraging the network: A stress-test framework based on DebtRank. Statistics & Risk Modeling, 33(3\u20134), 117\u2013138.","journal-title":"Statistics & Risk Modeling"},{"issue":"6","key":"8_CR56","doi-asserted-by":"publisher","first-page":"e0130406","DOI":"10.1371\/journal.pone.0130406","volume":"10","author":"M Bardoscia","year":"2015","unstructured":"Bardoscia, M., Battiston, S., Caccioli, F., & Caldarelli, G. (2015). DebtRank: A microscopic foundation for shock propagation. PLoS One, 10(6), e0130406.","journal-title":"PLoS One"},{"issue":"10","key":"8_CR57","doi-asserted-by":"publisher","first-page":"e0163825","DOI":"10.1371\/journal.pone.0163825","volume":"11","author":"M Bardoscia","year":"2016","unstructured":"Bardoscia, M., Caccioli, F., Perotti, J. I., Vivaldo, G., & Caldarelli, G. (2016). Distress propagation in complex networks: The case of non-linear DebtRank. PLoS One, 11(10), e0163825.","journal-title":"PLoS One"},{"key":"8_CR58","doi-asserted-by":"publisher","first-page":"14416","DOI":"10.1038\/ncomms14416","volume":"8","author":"M Bardoscia","year":"2017","unstructured":"Bardoscia, M., Battiston, S., Caccioli, F., & Caldarelli, G. (2017). Pathways towards instability in financial networks. Nature Communications, 8, 14416.","journal-title":"Nature Communications"},{"key":"8_CR59","doi-asserted-by":"publisher","first-page":"1888","DOI":"10.1038\/srep01888","volume":"3","author":"S Thurner","year":"2013","unstructured":"Thurner, S., & Poledna, S. (2013). Debtrank-transparency: Controlling systemic risk in financial networks. Scientific Reports, 3, 1888.","journal-title":"Scientific Reports"},{"issue":"10","key":"8_CR60","doi-asserted-by":"publisher","first-page":"1599","DOI":"10.1080\/14697688.2016.1156146","volume":"16","author":"S Poledna","year":"2016","unstructured":"Poledna, S., & Thurner, S. (2016). Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. Quantitative Finance, 16(10), 1599\u20131613.","journal-title":"Quantitative Finance"},{"issue":"2\u20133","key":"8_CR61","doi-asserted-by":"publisher","first-page":"556","DOI":"10.1162\/jeea.2005.3.2-3.556","volume":"3","author":"R Cifuentes","year":"2005","unstructured":"Cifuentes, R., Ferrucci, G., & Shin, H. S. (2005). Liquidity risk and contagion. Journal of the European Economic Association, 3(2\u20133), 556\u2013566.","journal-title":"Journal of the European Economic Association"},{"issue":"6","key":"8_CR62","doi-asserted-by":"publisher","first-page":"2033","DOI":"10.1016\/j.jedc.2007.01.014","volume":"31","author":"E Nier","year":"2007","unstructured":"Nier, E., Yang, J., Yorulmazer, T., & Alentorn, A. (2007). Network models and financial stability. Journal of Economic Dynamics and Control, 31(6), 2033\u20132060.","journal-title":"Journal of Economic Dynamics and Control"},{"issue":"46","key":"8_CR63","doi-asserted-by":"publisher","first-page":"823","DOI":"10.1098\/rsif.2009.0359","volume":"7","author":"RM May","year":"2010","unstructured":"May, R. M., & Arinaminpathy, N. (2010). Systemic risk: The dynamics of model banking systems. Journal of the Royal Society Interface, 7(46), 823\u2013838.","journal-title":"Journal of the Royal Society Interface"},{"issue":"08","key":"8_CR64","doi-asserted-by":"publisher","first-page":"1650016","DOI":"10.1142\/S0219525916500168","volume":"19","author":"O Banwo","year":"2016","unstructured":"Banwo, O., Caccioli, F., Harrald, P., & Medda, F. (2016). The effect of heterogeneity on financial contagion due to overlapping portfolios. Advances in Complex Systems, 19(08), 1650016.","journal-title":"Advances in Complex Systems"},{"issue":"3","key":"8_CR65","doi-asserted-by":"publisher","first-page":"471","DOI":"10.1016\/j.jfineco.2014.11.006","volume":"115","author":"R Greenwood","year":"2015","unstructured":"Greenwood, R., Landier, A., & Thesmar, D. (2015). Vulnerable banks. Journal of Financial Economics, 115(3), 471\u2013485.","journal-title":"Journal of Financial Economics"},{"key":"8_CR66","volume-title":"Fire-sale spillovers and systemic risk. Staff Report no. 645","author":"F Duarte","year":"2015","unstructured":"Duarte, F., & Eisenbach, T. M. (2015). Fire-sale spillovers and systemic risk. Staff Report no. 645. New York: Federal Reserve Bank of New York."},{"key":"8_CR67","doi-asserted-by":"crossref","unstructured":"Cont, R., Schaanning, E.F. (2017). Fire sales, indirect contagion and systemic stress testing. Working Paper 2\/2017. Norges Bank, Oslo","DOI":"10.2139\/ssrn.2955646"},{"issue":"5","key":"8_CR68","doi-asserted-by":"publisher","first-page":"1073","DOI":"10.1287\/opre.2015.1464","volume":"64","author":"F Corsi","year":"2016","unstructured":"Corsi, F., Marmi, S., & Lillo, F. (2016). When micro prudence increases macro risk: The destabilizing effects of financial innovation, leverage, and diversification. Operations Research, 64(5), 1073\u20131088.","journal-title":"Operations Research"},{"key":"8_CR69","volume-title":"Risk and Liquidity","author":"HS Shin","year":"2010","unstructured":"Shin, H. S. (2010). Risk and Liquidity. Oxford: Oxford University Press."},{"issue":"4","key":"8_CR70","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? European Economic Review, 48(4), 827\u2013849.","journal-title":"European Economic Review"},{"issue":"2","key":"8_CR71","first-page":"123","volume":"3","author":"H Degryse","year":"2007","unstructured":"Degryse, H., Nguyen, G., et al. (2007). Interbank exposures: An empirical examination of contagion risk in the Belgian banking system. International Journal of Central Banking, 3(2), 123\u2013171.","journal-title":"International Journal of Central Banking"},{"issue":"2","key":"8_CR72","first-page":"99","volume":"2","author":"I van Lelyveld","year":"2006","unstructured":"van Lelyveld, I., & Liedorp, F. (2006). Interbank contagion in the Dutch banking sector: A sensitivity analysis. International Journal of Central Banking, 2(2), 99\u2013133.","journal-title":"International Journal of Central Banking"},{"issue":"3","key":"8_CR73","first-page":"331","volume":"44","author":"S Wells","year":"2004","unstructured":"Wells, S. (2004). Financial interlinkages in the United Kingdom\u2019s interbank market and the risk of contagion. Bank of England Quarterly Bulletin, 44(3), 331.","journal-title":"Bank of England Quarterly Bulletin"},{"key":"8_CR74","doi-asserted-by":"publisher","first-page":"288","DOI":"10.1016\/j.jbankfin.2014.03.031","volume":"45","author":"S Langfield","year":"2014","unstructured":"Langfield, S., Liu, Z., & Ota, T. (2014). Mapping the UK interbank system. Journal of Banking & Finance, 45, 288\u2013303.","journal-title":"Journal of Banking & Finance"},{"issue":"1","key":"8_CR75","doi-asserted-by":"publisher","first-page":"111","DOI":"10.1353\/mcb.2003.0004","volume":"35","author":"C Furfine","year":"2003","unstructured":"Furfine, C. (2003). Interbank exposures: Quantifying the risk of contagion. Journal of Money, Credit, and Banking, 35(1), 111\u2013128.","journal-title":"Journal of Money, Credit, and Banking"},{"key":"8_CR76","doi-asserted-by":"publisher","first-page":"242","DOI":"10.1016\/j.jedc.2014.01.009","volume":"40","author":"S Mart\u00ednez-Jaramillo","year":"2014","unstructured":"Mart\u00ednez-Jaramillo, S., Alexandrova-Kabadjova, B., Bravo-Benitez, B., & Sol\u00f3rzano-Margain, J. P. (2014). An empirical study of the Mexican banking systems network and its implications for systemic risk. Journal of Economic Dynamics and Control, 40, 242\u2013265.","journal-title":"Journal of Economic Dynamics and Control"},{"key":"8_CR77","first-page":"107","volume":"28","author":"K Imakubo","year":"2010","unstructured":"Imakubo, K., Soejima, Y., et al. (2010). The transaction network in Japan\u2019s interbank money markets. Monetary and Economic Studies, 28, 107\u2013150.","journal-title":"Monetary and Economic Studies"},{"issue":"5","key":"8_CR78","doi-asserted-by":"publisher","first-page":"1114","DOI":"10.1016\/j.jbankfin.2010.09.018","volume":"35","author":"PE Mistrulli","year":"2011","unstructured":"Mistrulli, P. E. (2011). Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. Journal of Banking & Finance, 35(5), 1114\u20131127.","journal-title":"Journal of Banking & Finance"},{"issue":"4","key":"8_CR79","doi-asserted-by":"publisher","first-page":"043022","DOI":"10.1088\/1367-2630\/16\/4\/043022","volume":"16","author":"R Mastrandrea","year":"2014","unstructured":"Mastrandrea, R., Squartini, T., Fagiolo, G., & Garlaschelli, D. (2014). Enhanced reconstruction of weighted networks from strengths and degrees. New Journal of Physics, 16(4), 043022.","journal-title":"New Journal of Physics"},{"key":"8_CR80","doi-asserted-by":"crossref","unstructured":"Anand, K., van Lelyveld, I., Banai, \u00c1, Friedrich, S., Garratt, R., Halaj, G., Fique, J., Hansen, I., Mart\u00ednez-Jaramillo, S., Lee, H., Molina-Borboa, J.L., Nobili, S., Rajan, S., Salakhova, D., Silva, T.C., Silvestri,, L., de\u00a0Souza, S.R.S. (2017). The missing links: A global study on uncovering financial network structures from partial data. Journal of Financial Stability (in press).","DOI":"10.2139\/ssrn.3723398"},{"issue":"1","key":"8_CR81","doi-asserted-by":"publisher","first-page":"67","DOI":"10.1016\/j.jeconbus.2005.04.003","volume":"58","author":"S Demiralp","year":"2006","unstructured":"Demiralp, S., Preslopsky, B., & Whitesell, W. (2006). Overnight interbank loan markets. Journal of Economics and Business, 58(1), 67\u201383.","journal-title":"Journal of Economics and Business"},{"issue":"4","key":"8_CR82","doi-asserted-by":"publisher","first-page":"375","DOI":"10.1016\/S0378-8733(99)00019-2","volume":"21","author":"SP Borgatti","year":"2000","unstructured":"Borgatti, S. P., & Everett, M. G. (2000). Models of core\/periphery structures. Social Networks, 21(4), 375\u2013395.","journal-title":"Social Networks"},{"issue":"3","key":"8_CR83","doi-asserted-by":"publisher","first-page":"322","DOI":"10.1016\/j.jfi.2014.02.003","volume":"23","author":"B Craig","year":"2014","unstructured":"Craig, B., & von Peter, G. (2014). Interbank tiering and money center banks. Journal of Financial Intermediation, 23(3), 322\u2013347.","journal-title":"Journal of Financial Intermediation"},{"issue":"3","key":"8_CR84","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. Computational Economics, 45(3), 359\u2013395.","journal-title":"Computational Economics"},{"key":"8_CR85","doi-asserted-by":"publisher","first-page":"244","DOI":"10.1016\/j.chaos.2016.02.004","volume":"88","author":"P Barucca","year":"2016","unstructured":"Barucca, P., & Lillo, F. (2016). Disentangling bipartite and core-periphery structure in financial networks. Chaos, Solitons & Fractals, 88, 244\u2013253.","journal-title":"Chaos, Solitons & Fractals"},{"key":"8_CR86","doi-asserted-by":"publisher","unstructured":"Barucca, P., & Lillo, F. (2017). The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. Computational Management Science. https:\/\/doi.org\/10.1007\/s10287-017-0293-6 .","DOI":"10.1007\/s10287-017-0293-6"},{"key":"8_CR87","unstructured":"Peixoto T.P. (2017). Bayesian stochastic blockmodeling. arXiv:1705.10225 ."},{"issue":"1","key":"8_CR88","doi-asserted-by":"publisher","first-page":"167","DOI":"10.1137\/120881683","volume":"74","author":"MP Rombach","year":"2014","unstructured":"Rombach, M. P., Porter, M. A., Fowler, J. H., & Mucha, P. J. (2014). Core-periphery structure in networks. SIAM Journal on Applied mathematics, 74(1), 167\u2013190.","journal-title":"SIAM Journal on Applied mathematics"},{"key":"8_CR89","doi-asserted-by":"crossref","unstructured":"Kojaku, S., Masuda, N. (2017a). Finding multiple core-periphery pairs in networks. arXiv:1702.06903 .","DOI":"10.1103\/PhysRevE.96.052313"},{"key":"8_CR90","doi-asserted-by":"crossref","unstructured":"Kojaku, S., Masuda, N. (2017b). Core-periphery structure requires something else in the network. arXiv:1710.07076 .","DOI":"10.1088\/1367-2630\/aab547"},{"issue":"1","key":"8_CR91","doi-asserted-by":"publisher","first-page":"7","DOI":"10.1016\/0020-0190(89)90102-6","volume":"31","author":"T Kamada","year":"1989","unstructured":"Kamada, T., & Kawai, S. (1989). An algorithm for drawing general undirected graphs. Information Processing Letters, 31(1), 7\u201315.","journal-title":"Information Processing Letters"},{"issue":"Supplement C","key":"8_CR92","doi-asserted-by":"publisher","first-page":"27","DOI":"10.1016\/j.jbankfin.2014.08.006","volume":"49","author":"I van Lelyveld","year":"2014","unstructured":"in \u2019t Veld, D., & van Lelyveld, I. (2014). Finding the core: Network structure in interbank markets. Journal of Banking & Finance, 49(Supplement C), 27\u201340. https:\/\/doi.org\/10.1016\/j.jbankfin.2014.08.006 .","journal-title":"Journal of Banking & Finance"},{"issue":"2\u20133","key":"8_CR93","doi-asserted-by":"publisher","first-page":"187","DOI":"10.1007\/s10287-013-0171-9","volume":"10","author":"K Finger","year":"2013","unstructured":"Finger, K., Fricke, D., & Lux, T. (2013). Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes. Computational Management Science, 10(2\u20133), 187\u2013211.","journal-title":"Computational Management Science"},{"issue":"3\u20134","key":"8_CR94","doi-asserted-by":"publisher","first-page":"720","DOI":"10.1007\/s10955-013-0720-1","volume":"151","author":"N Musmeci","year":"2013","unstructured":"Musmeci, N., Battiston, S., Caldarelli, G., Puliga, M., & Gabrielli, A. (2013). Bootstrapping topological properties and systemic risk of complex networks using the fitness model. Journal of Statistical Physics, 151(3\u20134), 720\u2013734.","journal-title":"Journal of Statistical Physics"},{"issue":"4","key":"8_CR95","doi-asserted-by":"publisher","first-page":"046105","DOI":"10.1103\/PhysRevE.72.046105","volume":"72","author":"E Estrada","year":"2005","unstructured":"Estrada, E., & Rodr\u00edguez-Vel\u00e1zquez, J. A. (2005). Spectral measures of bipartivity in complex networks. Physical Review E, 72(4), 046105.","journal-title":"Physical Review E"},{"issue":"7","key":"8_CR96","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1371\/journal.pone.0011596","volume":"5","author":"C Cattuto","year":"2010","unstructured":"Cattuto, C., Van den Broeck, W., Barrat, A., Colizza, V., Pinton, J.-F., & Vespignani, A. (2010). Dynamics of person-to-person interactions from distributed RFID sensor networks. PLoS One, 5(7), 1\u20139.","journal-title":"PLoS One"},{"issue":"16","key":"8_CR97","doi-asserted-by":"publisher","first-page":"168701","DOI":"10.1103\/PhysRevLett.110.168701","volume":"110","author":"M Starnini","year":"2013","unstructured":"Starnini, M., Baronchelli, A., & Pastor-Satorras, R. (2013). Modeling human dynamics of face-to-face interaction networks. Physical Review Letters, 110(16), 168701.","journal-title":"Physical Review Letters"},{"issue":"98","key":"8_CR98","doi-asserted-by":"publisher","first-page":"20130789","DOI":"10.1098\/rsif.2013.0789","volume":"11","author":"M Schl\u00e4pfer","year":"2014","unstructured":"Schl\u00e4pfer, M., Bettencourt, L. M., Grauwin, S., Raschke, M., Claxton, R., Smoreda, Z., et al. (2014). The scaling of human interactions with city size. Journal of the Royal Society Interface, 11(98), 20130789.","journal-title":"Journal of the Royal Society Interface"}],"container-title":["Journal of Computational Social Science"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s42001-017-0008-3\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s42001-017-0008-3.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s42001-017-0008-3.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,8,28]],"date-time":"2023-08-28T20:23:58Z","timestamp":1693254238000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s42001-017-0008-3"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,11,21]]},"references-count":98,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2018,1]]}},"alternative-id":["8"],"URL":"https:\/\/doi.org\/10.1007\/s42001-017-0008-3","relation":{},"ISSN":["2432-2717","2432-2725"],"issn-type":[{"value":"2432-2717","type":"print"},{"value":"2432-2725","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,11,21]]},"assertion":[{"value":"31 October 2017","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"9 November 2017","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"21 November 2017","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}