15 June 2007 The Italian Interbank Network: statistical properties and a simple model
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Proceedings Volume 6601, Noise and Stochastics in Complex Systems and Finance; 66010U (2007) https://doi.org/10.1117/12.727064
Event: SPIE Fourth International Symposium on Fluctuations and Noise, 2007, Florence, Italy
Abstract
We use the theory of complex networks in order to quantitatively characterize the structure of reciprocal expositions of Italian banks in the interbank money market market. We observe two main different strategies of banks: small banks tend to be the lender of the system, while large banks are borrowers. We propose a model to reproduce the main statistical features of this market. Moreover the network analysis allows us to investigate properties of robustness of this system.
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G. De Masi, G. De Masi, G. Iori, G. Iori, G. Caldarelli, G. Caldarelli, } "The Italian Interbank Network: statistical properties and a simple model", Proc. SPIE 6601, Noise and Stochastics in Complex Systems and Finance, 66010U (15 June 2007); doi: 10.1117/12.727064; https://doi.org/10.1117/12.727064
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