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***** To join INSNA, visit http://www.insna.org ***** [SOCNET] Financial networks

Dear Matt,

Central banks conduct financial network analysis on the markets they supervise. A trigger to this research has been the publication of the "Furfine algorithm", permitting to identify loans between banks supervised by a central bank. This allowed for a network representation of banks as nodes of lenders and borrowers, linked by the financial flows they exchange.

A software is also specially dedicated to the visual representation of these networks.

Useful references:

INTERBANK EXPOSURES: QUANTIFYING  THE  RISK  OF  CONTAGION, 1999 (http://www.bis.org/publ/work70.pdf)
Towards a Network Description of Interbank Payment Flows, 2008 (http://ideas.repec.org/p/dnb/dnbwpp/177.html)
The Topology of Danish Interbank Money Flows, 2009 (http://ideas.repec.org/p/kud/kuiefr/200901.html)

Financial Network Analysis (Software, 2011), http://www.financialnetworkanalysis.com/

Best,

Clement 

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Clement Levallois
Erasmus University Rotterdam
The Netherlands

www.clementlevallois.net

twitter and skype: @seinecle
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