Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Looking for grass-root sources of systemic risk: the case of
  "cheques-as-collateral" network   The global financial system has become highly connected and complex. Has been
proven in practice that existing models, measures and reports of financial risk
fail to capture some important systemic dimensions. Only lately, advisory
boards have been established in high level and regulations are directly
targeted to systemic risk. In the same direction, a growing number of
researchers employ network analysis to model systemic risk in financial
networks. Current approaches are concentrated on interbank payment network
flows in national and international level. This work builds on existing
approaches to account for systemic risk assessment in micro level.
Particularly, we introduce the analysis of intra-bank financial risk
interconnections, by examining the real case of "cheques-as-collateral" network
for a major Greek bank. Our model offers useful information about the negative
spillovers of disruption to a financial entity in a bank's lending network and
could complement existing credit scoring models that account only for
idiosyncratic customer's financial profile. Most importantly, the proposed
methodology can be employed in many segments of the entire financial system,
providing a useful tool in the hands of regulatory authorities in assessing
more accurate estimates of systemic risk.

5
The categories of this paper are: gr-qc
30
The categories of this paper are: q-alg
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
18
The categories of this paper are: econ
14
The categories of this paper are: math-ph
8
The categories of this paper are: hep-ex
21
The categories of this paper are: adap-org
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
15
The categories of this paper are: nucl-ex
35
The categories of this paper are: mtrl-th
11
The categories of this paper are: hep-lat
22
The categories of this paper are: chao-dyn
28
The categories of this paper are: alg-geom
34
The categories of this paper are: chem-ph