Comments for Financial Network Analysis

Comment on Financial Network Analyzer update by Tweets that mention Financial Network Analyzer update | Financial Network Analysis -- Topsy.com

Wed, 23 Feb 2011 20:04:36 +0000

[...] This post was mentioned on Twitter by Annelies Kamran, Kimmo Soramaki. Kimmo Soramaki said: Financial Network Analyzer update http://goo.gl/fb/LcCIS #fna [...]

Comment on Where to publish research? by Tweets that mention Where to publish research? | Financial Network Analysis -- Topsy.com

Mon, 24 Jan 2011 19:56:37 +0000

[...] This post was mentioned on Twitter by Olli Parviainen, Kimmo Soramaki. Kimmo Soramaki said: Where to publish research on financial networks? http://bit.ly/gAiEu1 [...]

Comment on Financial Networks Research Database by Tweets that mention Financial Networks Research Database | Financial Network Analysis -- Topsy.com

Mon, 10 Jan 2011 20:11:14 +0000

[...] This post was mentioned on Twitter by Annelies Kamran. Annelies Kamran said: RT @soramaki: Financial Networks Research Database http://goo.gl/fb/7kZFQ #fna [...]

Comment on Financial Networks Research Update by Links | Alea

Links | Alea — Fri, 10 Dec 2010 19:55:19 +0000

[...] incentives and the brain’s reward system [NeuroKüz] Financial Networks Research Update [financial network analysis] This entry was posted in 1. Bookmark the permalink. ← Facts Are [...]

Comment on Visualization of intersecting ownership of CDOs by FT Alphaville » Collateralised contagion

FT Alphaville » Collateralised contagion — Thu, 04 Nov 2010 12:19:11 +0000

[...] (H/T Financial Network Analysis) [...]

Comment on Visualization of intersecting ownership of CDOs by Circular CDOs: Contagion in the Financial Industry « Alea

Circular CDOs: Contagion in the Financial Industry « Alea — Wed, 03 Nov 2010 20:35:37 +0000

[...] financial network analysis // [...]

Comment on FNA by Systemically important banks get better terms for their borrowing | Financial Network Analysis

Fri, 02 Jul 2010 14:20:56 +0000

[...] Network Analysis Skip to content Financial Network AnalyzerAbout the blogLinks to research « Workshop on “Frameworks for Systemic Risk [...]

Comment on ECB workshop on “Recent advances in modelling systemic risk using network analysis” by Christian Kronseder

Christian Kronseder — Wed, 10 Feb 2010 13:28:02 +0000

Hi,
interesting read! Funny enough I had developed a similar approach about 2 years ago to simulate with an Multi Agent System the money markets between banks. Goal was to understand what it means to be too big too fail and how to mitigate situation whereby markets become completely illiquid.

I demonstrated a simple model to the ECB in Frankfurt.

Regards,
Christian

Comment on New research on financial networks from 2009 by Iman

Iman — Tue, 12 Jan 2010 08:52:06 +0000

I recently came across a very nice overview of small-world research, mainly
from a social networks angle by Schnettler (2009). It touched on a few things that I noticed in working on payment topologies but hadnâ€™t quite sorted out.
Most notably the vacuousness of just applying network measures to banking
relations. For example, Schettler quotes Milgram whoâ€™s arguing that the small number of steps between any random human being and someone of importance (Obama, Mandela, etc.) does not mean that they are close. These â€™stepsâ€™ might be very high hurdles to take. An analogue in TARGET would be that in principle we could have a complete network. In practice we donâ€™t see this. Probably because the cost of setting up a link are prohibitive. Also, we should not be interested in scale-freeness and power laws per se but much more in the dynamics that lead to the network formation we see.
In any event, quite an interesting paper.

References
Schnettler, S. (2009). A structured overview of 50 years of small-world research. Social Networks 31, 165â€“178.

Comment on New research on financial networks from 2009 by Kimmo

Kimmo — Tue, 05 Jan 2010 10:08:20 +0000

Good idea! I just added the 2009 ones to the whole list. All help very much appreciated.