Showing 1 - 9 of 9
The paper deals with the topology of the Hungarian large-value transfer system, known as VIBER. The paper is generally … descriptive in nature, the goal of the research being the assessment of the payment topology. A graph theoretical framework is … the payment topology. The goal of applying graph theoretical methods is twofold. Firstly, the paper aims to analyse the …
Persistent link: https://www.econbiz.de/10010322391
We explore the network topology of the federal funds market. This market is important for distributing liquidity …
Persistent link: https://www.econbiz.de/10011605032
Recently, economists have argued that a bank's importance within the financial system depends not only on its individual characteristics but also on its position within the banking network. A bank is deemed to be 'central' if, based on our network analysis, it is predicted to hold the most...
Persistent link: https://www.econbiz.de/10010283500
network topology of the federal funds market. We find that the network is sparse, exhibits the small-world phenomenon, and is …
Persistent link: https://www.econbiz.de/10010283501
We explore the network topology of the federal funds market. This market is important for distributing liquidity …
Persistent link: https://www.econbiz.de/10005344890
We present the application of network theory to the Dutch payment system with specific attention to systemic stability. The network nodes comprise of domestic banks, large international banks and TARGET countries, the links are established by payments between the nodes. Traditional measures...
Persistent link: https://www.econbiz.de/10005030216
This paper presents the first topological analysis of Danish money market flows. We analyze the structure of two networks with different types of transactions. The first network is the money market network, which is driven by banks' behaviour on the interbank market, the second is the network of...
Persistent link: https://www.econbiz.de/10005750001
Assessing the stability of the financial sector is becoming more common in many countries. This paper presents two useful approaches, applied to the Netherlands. First we discuss the results of a contagion analysis of the Dutch interbank market. We use various ways to measure linkages between...
Persistent link: https://www.econbiz.de/10005621311
The paper deals with the topology of the Hungarian large-value transfer system, known as VIBER. The paper is generally … descriptive in nature, the goal of the research being the assessment of the payment topology. A graph theoretical framework is … the payment topology. The goal of applying graph theoretical methods is twofold. Firstly, the paper aims to analyse the …
Persistent link: https://www.econbiz.de/10005562372