I did a smaller subset of what you mentioned as part in my first attempt at a PhD (since abandoned) around 15 years. What I did was to model relationships betwe

I did a smaller subset of what you mentioned as part in my first attempt at a PhD (since abandoned) around 15 years. What I did was to model relationships between banks with edges denoting interbank loans. Then I computed the eigenvector centrality (think PageRank) to characterize the "risk" taken on by a bank. This was later expanded to include things like mortgages, prime and subprime loans. The idea was that you could later run simulations and what-if scenarios. Lots of agent-based modeling happening too once we had the structure up and running. (this was done around the Lehman Brothers period, and there was a lot of interest in these kinds of works in Complexity Sciences).