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The Italian interbank network: statistical properties and a simple model

De Masi, Giulia and Iori, Giulia and Caldarelli, Guido The Italian interbank network: statistical properties and a simple model. In: Noise and stochastics in complex systems and finance: 21-24 May 2007, Florence, Italy. SPIE, pp. 210-223. ISBN 978-0819467386 (2007)

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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.

Item Type: Book Section
Identification Number: 10.1117/12.727064
Additional Information: Proceedings Paper
Subjects: H Social Sciences > HA Statistics
H Social Sciences > HG Finance
Research Area: Economics and Institutional Change
Depositing User: Ms T. Iannizzi
Date Deposited: 01 Feb 2012 13:51
Last Modified: 01 Feb 2012 13:51
URI: http://eprints.imtlucca.it/id/eprint/1100

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