The project was carried out for Bayesian analysis course, in collaboration with @IvoBonfanti
the goal of this work was to study the banking interconnection between the major European banking institutions.
the dataset is private, owned by the university of milan, via the Eikon database. It contains the daily CDS values from 2008 to 2023 of 14 of the largest European banks:
- Intesa Sanpaolo
- Mediobanca
- Credit Agricole
- Societe Generale
- BNP Paribas
- Banco Santander
- Deutsche Bank
- Commerzbank
- HSBC
- LLyods
- Credit Suisse
- UBS
- Danske
- Swedbank
the loaded R code returns an adjacency matrix, the corresponding network was obtained using Gephi.