Observatorio de I+D+i UPM

Memorias de investigación
Communications at congresses:
A neutral model for Interbank lending networks
Year:2014
Research Areas
  • Physics chemical and mathematical
Information
Abstract
In the past decade several approaches to the description of the topology and statistical properties of interbank networks have been developed. Among the empirical networks, the most prevalent case study is the Italian interbank market, which has shown to be disassortative and to have fat-tailed distributions in degree, number of transactions and transaction sizes. However, data regarding interbank networks are not publicly available (when available). Thus, having a simple model that reproduces the topological properties of interbank networks would be very relevant in this field. In this work we model interbank market transactions as a temporal network based on an uncorrelated daily generation of the exposures between banks. We use empirical, publicly available data to draw transactional links each day. The aforementioned topological descriptors of the resulting aggregated network agree, qualitatively and quantitatively, with previous results reported in the literature.
International
Si
Congress
The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications [http://www.aimsciences.org/conferences/2014/]
960
Place
Madrid
Reviewers
Si
ISBN/ISSN
0000-0000
Start Date
07/07/2014
End Date
11/07/2014
From page
450
To page
450
The 10th AIMS Conference on Dynamical Systems Differential Equations and Applications - ABSTRACTS [http://www.aimsciences.org/conferences/2014/abstracts-book-finalized-2014-06-10.pdf]
Participants
  • Autor: Sara Cuenda (Universidad Autónoma de Madrid)
  • Autor: Maximiliano Alfredo Fernandez . (UPM)
  • Autor: Javier Ricardo Galeano Prieto (UPM)
  • Autor: Jose A. Capitan (CSIC)
Research Group, Departaments and Institutes related
  • Creador: Grupo de Investigación: Grupo de Sistemas Complejos
  • Departamento: Ingeniería Agroforestal
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