BoE paper seeks origin of systemic risk

Bank of England
Photo: Juno Snowdon Photography

Network analysis can create a clearer picture of how systemic risk emerges from banks’ interactions with one another, research published by the Bank of England finds.

Mattia Montagna, Gabriele Torri and Giovanni Covi say the issue of systemic risk is critical to the work of central banks but remains “difficult to measure and quantify”. Time series methods struggle to capture risks, they say, partly because the series are “highly correlated and non-stationary”, and partly because there is

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.