Network analysis
How to run a world-class economics department
Central banks have myriad ways of organising their economists
‘PRA robot’ highlights rise in regulatory complexity
BoE’s Sam Woods says linguistic analysis reveals some problems with the wording of regulation
Interbank networks may be too decentralised – BoE paper
Model of how networks develop implies laissez-faire may not be optimum policy
BoE paper looks at how to halt ‘cascade’ of settlement fails
“Buy-in” process could help to avoid system-wide “gridlock”, but design is challenging
Fintech and risk: what does the future hold?
Five key areas where regulators need to make judgements on fintech risks
BIS paper proposes network model of global contagion
Authors create a network of CDS linkages to assess contagion risk in the financial system
BoE paper studies ‘multiplex’ network model of derivatives market
Low liquidity buffers can lead to significant spillovers for some firms, authors warn
RBA paper proposes new method of mapping the banking network
“Density-based” approach helps overcome shortcomings of other methods, authors say