Constructing banking networks under decreasing costs of link formation

DOI10.1007/s10287-021-00393-wOpenAlexW3180294891MaRDI QIDQ2127361

Ben Craig, Dietmar G. Maringer, Sandra Paterlini

Publication date: 20 April 2022

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-021-00393-w

zbMATH Keywords

optimizationnetwork modelsbanking networksfixed-cost

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• NMOF

Cites Work

• Optimization by Simulated Annealing
• Networked relationships in the e-MID interbank market: a trading model with memory
• Emergence of a core-periphery structure in a simple dynamic model of the interbank market
• Reconstruction methods for networks: the case of economic and financial systems
• A dynamic network model of the unsecured interbank lending market
• The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
• The role of bank relationships in the interbank market
• Systemic risk mitigation in financial networks
• Bootstrapping topological properties and systemic risk of complex networks using the fitness model
• Assessing interbank contagion using simulated networks
• Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
• Numerical Methods and Optimization in Finance
• Network topology of the interbank market
• Filling in the blanks: network structure and interbank contagion
• Modelling the emergence of the interbank networks

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