Network topology of the Euro Area interbank market
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摘要
The paper builds a multi-layer network of 114 Euro Area banking groups using granular datasets (RIAD, ROSSI, AnaCredit, CSDB/SHSG, SFT, FINREP/COREP), analyzes layer-specific topology (credit, funding, securities, overlapping portfolios and a flattened aggregate) and centrality, and finds that weighted in-degree distributions across layers are consistent with truncated power-law behaviour (α≈1.75–2.25, λ≈0.05–0.075) while topological properties (density, clustering, diameter, reciprocity) vary substantially by layer — implying that simulation assumptions must match the targeted market segment for policy analysis [page::2][page::5][page::11][page::15].
