Observatorio de I+D+i UPM

Memorias de investigación
Ponencias en congresos:
A neutral model for Interbank lending networks
Año:2014
Áreas de investigación
  • Física química y matemáticas
Datos
Descripción
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.
Internacional
Si
Nombre congreso
The 10th AIMS Conference on Dynamical Systems, Differential Equations and Applications [http://www.aimsciences.org/conferences/2014/]
Tipo de participación
960
Lugar del congreso
Madrid
Revisores
Si
ISBN o ISSN
0000-0000
DOI
Fecha inicio congreso
07/07/2014
Fecha fin congreso
11/07/2014
Desde la página
450
Hasta la página
450
Título de las actas
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]
Esta actividad pertenece a memorias de investigación
Participantes
  • Autor: Sara Cuenda (Universidad Autónoma de Madrid)
  • Autor: Maximiliano Alfredo Fernandez . (UPM)
  • Autor: Javier Ricardo Galeano Prieto (UPM)
  • Autor: Jose A. Capitan (CSIC)
Grupos de investigación, Departamentos, Centros e Institutos de I+D+i relacionados
  • Creador: Grupo de Investigación: Grupo de Sistemas Complejos
  • Departamento: Ingeniería Agroforestal
S2i 2021 Observatorio de investigación @ UPM con la colaboración del Consejo Social UPM
Cofinanciación del MINECO en el marco del Programa INNCIDE 2011 (OTR-2011-0236)
Cofinanciación del MINECO en el marco del Programa INNPACTO (IPT-020000-2010-22)