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A Network Analysis of the Evolution of the German Interbank Market

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  • Co-Pierre Georg
  • Stefano Battiston
  • Tarik Roukny

Abstract

In this paper, we report a descriptive investigation of the structural evolution of two of the most important over-the-counter markets for liquidity in Germany: the interbank market for credit and for derivatives. We use end-of-quarter data from the German large credit register between 2002 and 2012 and characterize the underlying networks. Surprisingly, the data show […]

Suggested Citation

  • Co-Pierre Georg & Stefano Battiston & Tarik Roukny, 2014. "A Network Analysis of the Evolution of the German Interbank Market," Working Papers 461, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:461
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    References listed on IDEAS

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    More about this item

    Keywords

    bank regulation; business analysis; Financial Markets; Firms and Development; investment;
    All these keywords.

    JEL classification:

    • D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
    • G2 - Financial Economics - - Financial Institutions and Services
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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