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)Full text not available from this repository.
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|
|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|
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