Temporal interbank market network: a multi-layered network approach
Despite the interbank market playing a pivotal role in facilitating liquidity provision among banks, it might also result in possible pathways of contagion, which might, in turn, lead to the consequent failing of banks and the system as a whole. In this paper, we model cascades of collapses in inter...
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Format: | Final Year Project |
Language: | English |
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Nanyang Technological University
2022
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Online Access: | https://hdl.handle.net/10356/156939 |
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Institution: | Nanyang Technological University |
Language: | English |