  We propose a new method for assessing agents' influence in financial network
structures, which takes into consideration the intensity of interactions. A
distinctive feature of this approach is that it considers not only direct
interactions of agents of the first level and indirect interactions of the
second level, but also long-range indirect interactions. At the same time we
take into account the attributes of agents as well as the possibility of impact
to a single agent from a group of other agents. This approach helps us to
identify systemically important elements which cannot be detected by classical
centrality measures or other indices. The proposed method was used to analyze
the banking foreign claims for the end of 1Q 2015. Under the approach, two
types of key borrowers were detected: a) major players with high ratings and
positive credit history; b) intermediary players, which have a great scale of
financial activities through the organization of favorable investment
conditions and positive business climate.
