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...
محفوظ في:
المؤلف الرئيسي: | Quek, Jing Ting |
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مؤلفون آخرون: | Fedor Duzhin |
التنسيق: | Final Year Project |
اللغة: | English |
منشور في: |
Nanyang Technological University
2022
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الموضوعات: | |
الوصول للمادة أونلاين: | https://hdl.handle.net/10356/156939 |
الوسوم: |
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