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Authors: Tao Xu ; Jianmin He and Shouwei Li

Affiliation: Southeast University, China

ISBN: 978-989-758-171-7

ISSN: 2184-4372

Keyword(s): Complex Network, Interbank Market, Network Structure, Credit Lending Preference.

Related Ontology Subjects/Areas/Topics: Agents ; Artificial Intelligence ; Bioinformatics ; Biomedical Engineering ; Enterprise Information Systems ; Information Systems Analysis and Specification ; Mathematical Modeling ; Methodologies and Technologies ; Operational Research ; Simulation

Abstract: An interbank market network model based on bank credit lending preference is built in this paper to explain the formation mechanism of interbank market network structure. As well, we analyze the impact of credit lending risk preference on network topology structure, which includes degree distribution, network clustering coefficient, average shortest path length and network efficiency. Simulation results demonstrate that the accumulation degree follows dual power law distribution with credit lending risk preference parameter value equal or greater than 1, while the accumulation degree follows power law distribution with credit lending risk preference parameter value smaller than 1. The interbank market network shows small world topology property. With the increasing of bank credit lending risk preference, the average shortest path length decreases but network efficiency improves, which enhances the stability of the network.

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Paper citation in several formats:
Xu, T.; He, J. and Li, S. (2016). An Interbank Market Network Model based on Bank Credit Lending Preference.In Proceedings of 5th the International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES, ISBN 978-989-758-171-7, ISSN 2184-4372, pages 157-162. DOI: 10.5220/0005734201570162

@conference{icores16,
author={Tao Xu. and Jianmin He. and Shouwei Li.},
title={An Interbank Market Network Model based on Bank Credit Lending Preference},
booktitle={Proceedings of 5th the International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,},
year={2016},
pages={157-162},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005734201570162},
isbn={978-989-758-171-7},
}

TY - CONF

JO - Proceedings of 5th the International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,
TI - An Interbank Market Network Model based on Bank Credit Lending Preference
SN - 978-989-758-171-7
AU - Xu, T.
AU - He, J.
AU - Li, S.
PY - 2016
SP - 157
EP - 162
DO - 10.5220/0005734201570162

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