Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10482146 | Physica A: Statistical Mechanics and its Applications | 2012 | 11 Pages |
Abstract
⺠We develop an interbank market with heterogeneous financial institutions. ⺠Credit relationships (links) evolve endogenously via a preferential attachment. ⺠We study the network architecture more resilient to random attacks. ⺠We show that a random graph is more resilient than a scale free one in case of heterogeneity.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Simone Lenzu, Gabriele Tedeschi,