This figure shows a network of e-MID precipitants for April 2000.

<p>Thicknesses of edges </p><p></p><p></p><p></p><p><mi>A</mi></p><p><mi>i</mi><mi>j</mi></p><mo>′</mo><p></p><p></p><p></p><p></p> are recalculated from the real weights <p></p><p></p><p></p><p><mi>A</mi></p><p><mi>i</mi><mi>j</mi></p><mo>′</mo><p></p><mo>=</mo><mi>l</mi><mi>o</mi><mi>g</mi><mo stretchy="false">(</mo><p><mi>A</mi></p><p><mi>i</mi><mi>j</mi></p><p></p><mo>/</mo><mo stretchy="false">(</mo><mn>0</mn><mo>.</mo><mn>25</mn><mo>·</mo><p><mi>A</mi></p><p><mi>m</mi><mi>i</mi><mi>n</mi></p><p></p><mo stretchy="false">)</mo><mo stretchy="false">)</mo><p></p><p></p><p></p>. The core-periphery structure and weight heterogeneity are easily observed. Size and color of the nodes correspond to out strength of the node computed with rescaled weights. Palette is color coded so that the blue links (nodes) have the lowest weight (out strength) while red carry the largest weight (out strength).<p></p

In this figure x-axis represents <i>α</i> and y-axis represents the risk adjusted return on investment <i>ROI</i>^<i>RA</i>.

<p>Different panels represent the results for networks obtained from the aggregate of some one month data for four different years. Balance sheet reserve requirement rate <i>η</i> is constant for every curve in the plot.</p

In this figure x-axis represents percentage of change of <i>η</i> and y-axis represents <i>α</i>.

<p>Curves represent the points at which the systemic probability of default takes the same value in the case <i>(i)</i> when no fund is present, i.e. <i>α</i> = 0 and the system is stabilized through increase of reserve requirements by Δ<i>η</i> and <i>(ii)</i> when there is no change in reserve requirements, but the stabilization of the system is implemented through the rescue fund. Three starting levels of reserve requirements are presented through three different curves. The red fat dashed line represents hypothetical case in which the influence of reserve requirements increase by percentage <i>x</i> would be exactly the same as if the proposed taxation was implemented with the same rate <i>x</i>. Different panels represent the results for networks obtained from the aggregate of some one month data for four different years.</p

In this figure on the x-axis represents <i>α</i> and y-axis represents cascade risk <i>p</i>^<i>C</i>.

<p>Different panels represent the results for networks obtained from the aggregate of some one month data for four different years. Balance sheet reserve requirement rate <i>η</i> is constant for every curve in the plot.</p

In this figure x-axis represents <i>η</i> and y-axis represents risk adjusted return on investment <i>ROI</i>^<i>RA</i>.

<p>Different panels represent the results for networks obtained from the aggregate of some one month data for four different years. Fixed taxation rate <i>α</i> is constant for every curve in the plot.</p

In this figure x-axis represents <i>α</i> and y-axis represents systemic DebtRank <i>DR</i>.

<p>Different panels represent the results for networks obtained from the aggregate of some one month data for four different years. Balance sheet reserve requirement rate <i>η</i> is constant for every curve in the plot.</p

In this figure x-axis represents <i>η</i> and y-axis represents risk adjusted return on investment <i>ROI</i>^<i>RA</i>.

<p>Different panels represent the results for networks obtained from the aggregate of some one month data for four different years. Fixed taxation rate <i>α</i> is constant for every curve in the plot.</p

In this figure x-axis represents <i>η</i> and y-axis represents cascade risk <i>p</i>^<i>C</i>.

<p>Different panels represent the results for networks obtained from the aggregate of some one month data for four different years. Fixed taxation rate <i>α</i> is constant for every curve in the plot.</p

In this picture x-axis is the order of the node with respect to its value on the y-axis.

<p>The panel a) has out-degree on the y-axis, the panel b) has in-degree on the y-axis, the panel c) has out-strength on the y-axis and the panel d) has in-strength on the y-axis. The heterogeneity of all the properties is clear.</p

Null-model-enhanced local reciprocity between financial outflows and environmental inflows (local <i>ρ</i>); countries ordered by degree of financialisation, left to right (years 2002–2010).

<p>Financial flows are outgoing and environmental flows are incoming; exports are normalised over columns (example: entry <i>w</i>_<i>ij</i> indicates the share of financial export of country <i>j</i> that is reciprocated by the share of environmental export of country <i>i</i>). On the left the temperature map of the reciprocity values that exceed the significance threshold posed by the null model. White dots indicate that there is no significant reciprocity between countries. Yellow dots concentrate in two regions: bottom-right and upper-right quadrants. The first indicate significant reciprocity among highly financialised countries. The second that there is a significant reciprocity from highly financialised countries to less financialised countries. The right panel shows the backbone network of the reciprocity structure: an arrow indicates a link of an outgoing financial flow reciprocated by an incoming environmental flow. The five hub-countries are shown with red dots.</p