Complex networks and banking systems supervision

摘要: Abstract Comprehensive and thorough supervision of all banking institutions under a Central Bank’s regulatory control has become necessary as recent crises show. Promptly identifying bank distress contagion issues is great importance to the regulators. This paper proposes methodology that can be used additionally standard methods or new ones proposed implemented. By this, one reveal degree banks’ connectedness thus identify “core” instead just “big” banks. Core banks are central in network sense they shown crucial for supervision. gauges over sub-network promptly raise red flag so effectively swiftly focus on corresponding neighborhood financial institutions. In this we demonstrate scheme using an example asset returns variable. The method may should with alternative variables well.