interbank-networks

There are 2 repositories under interbank-networks topic.

  • nscholtes/Confidence-Crises

    MATLAB Code for "A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market" by N.K. Scholtes (2017)

    Language:MATLAB4107
  • fattal28/network-simulations

    Simulations to demonstrate the effect of core-periphery network structures on the stability of interbank networks.

    Language:Jupyter Notebook2202