Directed and weighted network models of the inter-bank market

Author

Li, Shouwei ; He, Jianrnin ; Zhuang, Yarning

Author_Institution

Sch. of Economic & Manage., Southeast Univ., Nanjing, China

Volume

1

fYear

2010

fDate

30-31 May 2010

Firstpage

164

Lastpage

166

Abstract

Complex network theory is a powerful tool to study the internal structure and function of the inter-bank market. By using partial information of the inter-bank market, in this paper we use a threshold method to construct directed and weighted network models of the inter-bank market based on the inter-bank lending relationships. Moreover, we can effectively tap the information of network topology properties of inter-bank market, which is helpful to understand the formation mechanism of the inter-bank market network and manage inter-bank contagion risk.

Keywords

banking; network theory (graphs); risk management; topology; complex network theory; directed network model; inter-bank contagion risk management; inter-bank lending relationships; inter-bank market; network topology; weighted network model; Complex networks; Conference management; Energy management; Helium; Mechanical factors; Network topology; Physics; Power generation economics; Risk management; Standardization; complex network; inter-bank market; lending relationships;

fLanguage

English

Publisher

ieee

Conference_Titel

Networking and Digital Society (ICNDS), 2010 2nd International Conference on

Conference_Location

Wenzhou

Print_ISBN

978-1-4244-5162-3

Type

conf

DOI

10.1109/ICNDS.2010.5479605

Filename

5479605