Constructing banking networks under decreasing costs of link formation

DOI10.1007/S10287-021-00393-WMaRDI QIDQ2127361zbMATH OpenOpenAlexFDO

Authors Dietmar G. Maringer, Ben Craig, Sandra Paterlini

Publication date 20 April 2022

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

Copyright license Creative Commons Attribution 4.0 International

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)

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Cites work

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

Describes a project that uses

Uses Software

• NMOF

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