Temporal interbank market network: a multi-layered network approach

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

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...