The multiplex structure of interbank networks

DOI10.1080/14697688.2014.968356zbMath1398.91703arXiv1311.4798OpenAlexW3124616821MaRDI QIDQ4683028

Luigi Infante, Fabrizio Lillo, Giovanni di Iasio, Federico Pierobon, Leonardo Bargigli

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.4798

zbMATH Keywords

network theoryinterbank marketsystemic risk

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Actuarial science and mathematical finance (91G99)

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Uses Software

• plfit

Cites Work

• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
• A network analysis of the Italian overnight money market
• Credit chains and bankruptcy propagation in production networks
• Bootstrapping topological properties and systemic risk of complex networks using the fitness model
• Statistical ensembles for economic networks
• Contagion in financial networks
• Power-Law Distributions in Empirical Data
• Network topology of the interbank market
• Risk trading, network topology and banking regulation
• Analytical maximum-likelihood method to detect patterns in real networks

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