7 citations · 21 across the 10 of their papers we have counts for
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q-fin.ST2026
Integrating granular data into a multilayer network: an interbank model of the euro area for systemic risk assessment
Ilias Aarab, Thomas Gottron, Andrea Colombo +2
Micro-structural models of contagion and systemic risk emphasize that shock propagation is inherently multi-channel, spanning counterparty exposures, short-term funding and roll-ov…
q-fin.ST2025★ 1 cited
Network topology of the Euro Area interbank market
Ilias Aarab, Thomas Gottron
The rapidly increasing availability of large amounts of granular financial data, paired with the advances of big data related technologies induces the need of suitable analytics th…