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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Bibliographic Details
Main Author: Quek, Jing Ting
Other Authors: Fedor Duzhin
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2022
Subjects:
Online Access:https://hdl.handle.net/10356/156939
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Institution: Nanyang Technological University
Language: English

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