Complex Network Of Interbank Market And Its Application In Neural Network

Dec 1, 2022·
Zhiyuan Lei
,
Reuben O'dea
· 0 min read
Abstract
Complex interbank networks are formed by inter-bank lending, payment and settlement, discount and guarantee. On the one hand, banks’ networks do provide channels for interbank exchanges. However, the exchange of the interbank liquidity assets also make banks in danger, the inter-bank lending behaviour become potential paths for risk contagion when defaults occur, and those defaults may cause a domino effect. Terefore, it is necessary to analyze the structure of the interbank network and mechanism of risk contagion. Consequently, I will concentrates on the characteristics of the structure of interbank network, the mechanism of interbank risk contagion and how to do the risk prediction in this report.