relation: http://eprints.imtlucca.it/1100/
title: The Italian interbank network: statistical properties and a simple model
creator: De Masi, Giulia
creator: Iori, Giulia
creator: Caldarelli, Guido
subject: HA Statistics
subject: HG Finance
description: 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.
publisher: SPIE
contributor: Kertész, János
contributor: Bornholdt, Stefan
contributor: Mantegna, Rosario Nunzio
date: 2007
type: Book Section
type: PeerReviewed
identifier:   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)  
relation: http://dx.doi.org/10.1117/12.727064
relation: 10.1117/12.727064