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A Simulation Tool for Exploring the Evolution of Temporal Interbank Networks
By: Valentina Y. Guleva, Klavdiya O. Bochenina, Maria V. Skvorcova, Alexander V. Boukhanovsky, Volume 20 (4)
Abstract: The topology of the interbank market plays a crucial role during a crisis, affecting the spreading or absorption of financial shock. The structure of an interbank network changes in the process of its evolution because of the interbank interactions and the interactions between banks and customers. To simulate a temporal interbank network, it is necessary to set an initial state and an evolution law for the topology and system entities. Because of the complex interplay between the network topology and the bank states, the stability of a temporal interbank network is generally unpredictable, ...