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Spatial Dependence and Data-Driven Networks of International Banks

Author/Editor: Ben Craig, Martín Saldías.

Release Date:September, 2016

This paper computes data-driven correlation networks based on the stock returns of international banks and conducts a comprehensive analysis of their topological properties. We first apply more...



Price: $18.00
Centrality-based Capital Allocations

Author/Editor: Adrian Alter, Ben Craig, Peter Raupach.

Release Date:December, 2014

We look at the effect of capital rules on a banking system that is connected throughcorrelated credit exposures and interbank lending. The rules, which combine individualbank characteristics and more...



Price: $18.00