We use the theory of complex networks in order to quantitatively characterize the structure of reciprocal expositions
of Italian banks in the interbank money market market. We observe two main different strategies of
banks: small banks tend to be the lender of the system, while large banks are borrowers. We propose a model
to reproduce the main statistical features of this market. Moreover the network analysis allows us to investigate
properties of robustness of this system.
Access to the requested content is limited to institutions that have purchased or subscribe to SPIE eBooks.
You are receiving this notice because your organization may not have SPIE eBooks access.*
*Shibboleth/Open Athens users─please
sign in
to access your institution's subscriptions.
To obtain this item, you may purchase the complete book in print or electronic format on
SPIE.org.
INSTITUTIONAL Select your institution to access the SPIE Digital Library.
PERSONAL Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.