Network topology of the Euro Area interbank market

Ilias Aarab and Thomas Gottron

Papers from arXiv.org

Abstract: The rapidly increasing availability of large amounts of granular financial data, paired with the advances of big data related technologies induces the need of suitable analytics that can represent and extract meaningful information from such data. In this paper we propose a multi-layer network approach to distill the Euro Area (EA) banking system in different distinct layers. Each layer of the network represents a specific type of financial relationship between banks, based on various sources of EA granular data collections. The resulting multi-layer network allows one to describe, analyze and compare the topology and structure of EA banks from different perspectives, eventually yielding a more complete picture of the financial market. This granular information representation has the potential to enable researchers and practitioners to better apprehend financial system dynamics as well as to support financial policies to manage and monitor financial risk from a more holistic point of view.

Date: 2025-02
New Economics Papers: this item is included in nep-eec, nep-fdg and nep-mon
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Published in In: Mingione, M., Vichi, M., Zaccaria, G. (eds), High-quality and Timely Statistics. CESS 2022. Studies in Theoretical and Applied Statistics. Springer, Cham (2024)

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2502.15611

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