168 Journal of Risk Management in Financial Institutions Vol. 12, 2 168–183 © Henry Stewart Publications 1752-8887 (2019)
Interconnectedness and
financial stability
Received (in revised form) 14th February, 2019
Serafin Martinez-Jaramillo
is a senior fnancial researcher at the Financial Stability General Directorate at Banco de México and he is currently an adviser at the
CEMLA. His research interests include fnancial stability, systemic risk, fnancial networks, bankruptcy prediction, genetic programming,
multiplex networks and machine learning. Serafn has published book chapters, encyclopedia entries and papers in several journals,
such as the IEEE Transactions on Evolutionary Computation, Journal of Financial Stability, Neurocomputing, Journal of Economic
Dynamics and Control, Computational Management Science, Journal of Network Theory in Finance and others. Additionally, he has
co-edited two books and two special issues for the Journal of Financial Stability. Serafn holds a PhD in computational fnance from
the University of Essex, UK and he is member of the editorial board of the Journal of Financial Stability and the Journal of Network
Theory in Finance.
Centro de Estudios Monetarios Latinoamericanos, Durango 54, Colonia Roma Norte, Delegación Cuauhtémoc, C.P. 06700,
Ciudad de México, México; and Banco de Mexico, Avenida 5 de Mayo 2, Colonia Centro, Código postal 06000, Delegación
Cuauhtémoc, Ciudad de México, México
E-mail: smartin@banxico.org.mx
Christian U. Carmona
is a doctoral candidate reading statistics at the University of Oxford. His research interests are mainly concentrated in applied
probabilistic modelling, Bayesian inference and the study of relational data. Before Oxford, he fnished a master’s degree in statistics at
UC Berkeley, and worked for the Central Bank of Mexico building quantitative tools for fnancial risk management.
Department of Statistics, University of Oxford, 24–29 St Giles’, Oxford, OX1 3LB, UK
Dror Y. Kenett
is a multidisciplinary fnancial economist, an expert on fnancial networks, fnancial stability and systemic risk. He
is internationally renowned for his expertise on network-based models, fnancial contagion and correlation-based models. He has
published more than 40 papers in fnancial, physics and engineering journals, such as the Journal of Banking and Finance, Journal of
Risk and Financial Management, Quantitative Finance, Nature Physics and Scientifc Reports. He has a PhD in physics from Tel-Aviv
University, Israel.
Johns Hopkins University, Applied Economics, 1717 Massachusetts Ave., Washington, DC 20036, USA; and The London School of
Economics and Political Science, Systemic Risk Centre, Houghton Street, London, WC2A 2AE, UK
Abstract The 2007–2008 global fnancial crisis has been associated with a high level of connectivity
in the global fnancial system. The crisis, and the following events of the past decade, have highlighted
the relevance of the concept of interconnectedness to understanding systemic risk, transmission of
fnancial contagion and ultimately on the subject of fnancial stability. Nevertheless, the more general
relationship, across its full spectrum, between interconnectedness and fnancial stability, is still not
fully studied and understood. This paper reviews the positive aspects as well as the negative
aspects of interconnectedness. It also discusses briefy the important question of the optimal level
of connectivity in a fnancial system. Finally, the paper proposes the use of novel statistical inferential
methods for complex networks to address comprehensively the study of interconnectedness in
fnancial systems.
Keywords: interconnectedness, fnancial stability, statistical network models