A set of agent-based and network tools that models, analyses and simulates interbank and other financial networks.
The details of the model is described in
- Bulent Ozel, Mario Eboli, Andrea Teglio, Andrea Toto. 2018. “Robust-yet- fragile: A simulation model on exposure and concentration at interbank networks” Working Papers 2018, Economics Department, Universitat Jaume I, Castellon (Spain)."
- Eboli, M., Ozel, B., Teglio, A. and Toto, A., 2023. Connectivity, centralisation and ‘robustness-yet-fragility’of interbank networks. Annals of Finance, 19(2), pp.169-200.
The link to open-access journal article: https://link.springer.com/article/10.1007/s10436-022-00416-9