TY  - CHAP
SN  - 0277786X
Y1  - 2007///
M1  - 6601
N2  - 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.
ED  - Kertész, János
ED  - Bornholdt, Stefan
ED  - Mantegna, Rosario Nunzio
N1  - Proceedings Paper
PB  - SPIE
EP  - 223
T2  - Noise and stochastics in complex systems and finance: 21-24 May 2007, Florence, Italy
A1  - De Masi, Giulia
A1  - Iori, Giulia
A1  - Caldarelli, Guido
SP  - 210
ID  - eprints1100
TI  - The Italian interbank network: statistical properties and a simple model
AV  - none
UR  - http://dx.doi.org/10.1117/12.727064
ER  -