@incollection{eprints1100, author = {Giulia De Masi and Giulia Iori and Guido Caldarelli}, booktitle = {Noise and stochastics in complex systems and finance: 21-24 May 2007, Florence, Italy}, title = {The Italian interbank network: statistical properties and a simple model}, volume = {6601}, year = {2007}, note = {Proceedings Paper}, publisher = {SPIE}, pages = {210--223}, editor = {J{\'a}nos Kert{\'e}sz and Stefan Bornholdt and Rosario Nunzio Mantegna}, 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.}, url = {http://eprints.imtlucca.it/1100/} }