eprintid: 1100
rev_number: 11
eprint_status: archive
userid: 6
dir: disk0/00/00/11/00
datestamp: 2012-02-01 13:51:08
lastmod: 2012-02-01 13:51:48
status_changed: 2012-02-01 13:51:08
type: book_section
metadata_visibility: show
creators_name: De Masi, Giulia
creators_name: Iori, Giulia
creators_name: Caldarelli, Guido
creators_id: 
creators_id: 
creators_id: guido.caldarelli@imtlucca.it
title: The Italian interbank network: statistical properties and a simple model
ispublished: pub
subjects: HA
subjects: HG
divisions: EIC
full_text_status: none
note: Proceedings Paper
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.
date: 2007
date_type: published
volume: 6601
publisher: SPIE
pagerange: 210-223
id_number: 10.1117/12.727064
refereed: TRUE
isbn: 978-0819467386
issn: 0277786X
book_title: Noise and stochastics in complex systems and finance: 21-24 May 2007, Florence, Italy
editors_name: Kertész, János
editors_name: Bornholdt, Stefan
editors_name: Mantegna, Rosario Nunzio
official_url: http://dx.doi.org/10.1117/12.727064
citation:   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)