INTERBANK EXPOSURES: AN EMPIRICAL EXAMINATION OF SYSTEMIC RISK IN THE

By Hans Degryse, G. Nguyen. 2004

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Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012, background): “For instance, some empirical studies of financial contagion on national credit networks (Degryse and Nguyen, 2007; Mistrulli, 2011; Upper and Worms, 2004) do not report information on the connectivity of the network.”
Interbank Contagion in the Dutch Banking Sector (2004, background): “…model the structure of the inter-bank market and the following contagion risks have been carried out for several countries (Elsinger, Lehar, and Summer, forthcoming; Degryse and Nguyen 2004; Upper and Worms 2004; Mistrulli 2005; Bl˚avarg and Nimander 2002; Sheldon and Maurer 1998; and Wells 2004).”
Financial Crises: Theory and Evidence (2009, background): “Upper and Worms (2004) analyze the German banking system, Cocco, Gomes, and Martins (2005) consider Portugal, Furfine (2003) the US, Boss, Elsinger, Thurner, and Summer (2004) Austria, and Degryse and Nguyen (2007) Belgium. These papers find that the banking systems demonstrate high resilience, even”
Networks in Finance (2008, unknown): “In the same manner, Degryse and Nguyen (2007) evaluate the risk that a chain reaction of bank failures would occur in the Belgian interbank market.”