银行间市场与多元化网络：中心性测度与统计零模型
Interbank markets and multiplex networks: centrality measures and statistical null models
摘要：
银行间市场被认为是最重要的传染渠道之一。它的网络表示，其中银行和债权/义务（分别）表示的节点和链接，已收到了大量的关注，在最近的理论和实证文献，评估系统性风险和识别系统重要的金融机构。可以在金融机构之间建立不同类型的联系，例如债权/债务的到期日和担保。因此，考虑到市场的更多特征的银行间结构的自然表示是多路复用，其中每一层与一种类型的链路相关联。在本文中，我们回顾的经验结构的多元化和这种代表性的理论后果。我们还研究了网络中银行的介数和特征向量中心性，比较了不同层的中心性属性和最大熵零模型。
英文摘要：
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the recent theoretical and empirical literature, for assessing systemic risk and identifying systematically important financial institutions. Different types of links, for example in terms of maturity and collateralization of the claim/obligation, can be established between financial institutions. Therefore a natural representation of the interbank structure which takes into account more features of the market, is a multiplex, where each layer is associated with a type of link. In this paper we review the empirical structure of the multiplex and the theoretical consequences of this representation. We also investigate the betweenness and eigenvector centrality of a bank in the network, comparing its centrality properties across different layers and with Maximum Entropy null models.
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