A network analysis of the evolution of the German interbank market

T Roukny, CP George, S Battiston - Bundesbank Discussion Paper, 2014 - zora.uzh.ch
… In this paper we analyse the network of the German interbank credit and derivative market
from 2002 to 2012. Our data provides a unique view on the joint structure of two of the most …

[PDF][PDF] An empirical analysis of the network structure of the Austrian interbank market

M Boss, H Elsinger, M Summer, S Thurner - Financial stability report, 2004 - oenb.at
network structure (technically also referred to as the network … knowledge the network topology
of interbank markets has so … In this paper we take a first step to fill this gap by analyzing a …

Network topology of the interbank market

M Boss, H Elsinger, M Summer, S Thurner 4 - Quantitative finance, 2004 - Taylor & Francis
network structure of the interbank market is scale free, ie it shows power laws in the degree
distributions. This means that there are very few banks with many interbanknetwork analysis

A Network Analysis of the Evolution of the German Interbank Market The views expressed in this paper are not necessarily the views of Deutsche Bundesbank or the …

T RouknyCorresponding - 2014 - policycommons.net
The curves in tones of red show the evolution of the market of credit ties while the blue line
shows the results of the market of derivatives. [...] The density of the credit net- work increases …

Network formation in the interbank money market: An application of the actor-oriented model

K Finger, T Lux - Social networks, 2017 - Elsevier
… statistical approaches to network analysis lies in the … network modeling of the interbank
market is a relatively young subject, our aim is mainly to provide a most comprehensive analysis

The emergence of interbank exposure networks: an empirical analysis and game theoretical models

J Krause - 2015 - ora.ox.ac.uk
… Before presenting the results of a hypothesis test examining the implications of competing
theories of interbank lending, we describe the German interbank market and present an …

The interbank network across the global financial crisis: Evidence from Italy

M Affinito, AF Pozzolo - Journal of Banking & Finance, 2017 - Elsevier
… that network analysis can enrich our understanding of the mechanisms within interbank
markets. … For this reason, in the following section we expand our analysis of the evolution of …

Modelling the emergence of the interbank networks

G Haᴌaj, C Kok - Quantitative Finance, 2015 - Taylor & Francis
… In order to account for the quite complex aspects of the interbank market formation, we
propose a sequential optimization process, each step of which consists of four distinctive rounds (…

[PDF][PDF] Kenya interbank market: a network analysis

Y Bai, P Weiss, V Murinde… - School of Oriental and …, 2019 - centreforglobalfinance.org
… and relatively liquid overnight interbank market. By applying network analysis to a unique
data set on individual bank daily transactions in Kenyan interbank market, we are able to …

A dynamic network model for interbank market

T Xu, J He, S Li - Physica A: Statistical Mechanics and its Applications, 2016 - Elsevier
… the formation mechanism of interbank market network. We investigate the … interbank market
network topology, the evolution of interbank market network and stability of interbank market. …