The topology of interbank payment flows

The topology of interbank payment flows
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DOI:
10.1016/j.physa.2006.11.093
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发表时间:
2007-06-01
影响因子:
3.3
通讯作者:
Beyeler, Walter E.
Beyeler, Walter E.
中科院分区:
物理与天体物理2区
文献类型:
--
作者:
Soramaki, Kimmo;Bech, Morten L.;Beyeler, Walter E.

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我们探讨了通过Fedwire(R)基金服务在商业银行之间转移的银行间支付的网络拓扑。我们发现,网络具有低的平均路径长度和低连通性。该网络包括一个紧密连接的核心银行,大多数其他银行都与之相连。度分布在相当大的范围内是无标度的。我们发现,网络的属性发生了很大的变化,在2001年9月11日的事件后立即。(c)2007年由Elsevier B.V.出版。
We explore the network topology of the interbank payments transferred between commercial banks over the Fedwire (R) Funds Service. We find that the network has both a low average path length and low connectivity. The network includes a tightly connected core of banks to which most other banks connect. The degree distribution is scale free over a substantial range. We find that the properties of the network changed considerably in the immediate aftermath of the events of September 11, 2001. (c) 2007 Published by Elsevier B.V.