A network model of the interbank market
A network model of the interbank market
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DOI：
10.1016/j.physa.2010.08.057
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发表时间：
2010-12
影响因子：
3.3
通讯作者：
Shouwei Li;J. He;Yaming Zhuang
中科院分区：
文献类型：
--
作者：
Shouwei Li;J. He;Yaming Zhuang
本文介绍了一个基于银行间信用借贷关系的银行间市场网络模型。它产生了一些网络特征，通过实证分析确定。构建银行间网络的关键问题是确定银行间的边界，本文基于银行间的信任度来实现这一点。通过对银行间网络模型的仿真分析，识别出我国银行间网络的一些典型结构特征，这些特征在真实的银行间网络中也是存在的。它们分别是：低的聚集系数和相对较短的平均路径长度、社区结构、出度和入度的双幂律分布。
This work introduces a network model of an interbank market based on interbank credit lending relationships. It generates some network features identified through empirical analysis. The critical issue to construct an interbank network is to decide the edges among banks, which is realized in this paper based on the interbank’s degree of trust. Through simulation analysis of the interbank network model, some typical structural features are identified in our interbank network, which are also proved to exist in real interbank networks. They are namely, a low clustering coefficient and a relatively short average path length, community structures, and a two-power-law distribution of out-degree and in-degree.