| dc.rights.license | CC-BY-NC-ND | |
| dc.contributor.advisor | Karnstedt-Hulpus, I.R. | |
| dc.contributor.author | Lieburg, Mark Jan van | |
| dc.date.accessioned | 2023-05-02T00:01:43Z | |
| dc.date.available | 2023-05-02T00:01:43Z | |
| dc.date.issued | 2023 | |
| dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/43844 | |
| dc.description.abstract | We have evaluated the literature available on several empirical financial networks to find the
general structure and measures associated with these networks. Drawing inspiration from generative growth models, spatial models and a static financial model based on payoffs, we propose a
novel model aimed at reproducing the characteristics of an interbank network. The results show
our model is able to succeed in matching the topological characteristics and provides flexibility
through the model parameters. | |
| dc.description.sponsorship | Utrecht University | |
| dc.language.iso | EN | |
| dc.subject | We have evaluated the literature available on several empirical financial networks to find the
general structure and measures associated with these networks. Drawing inspiration from generative growth models, spatial models and a static financial model based on payoffs, we propose a
novel model aimed at reproducing the characteristics of an interbank network. The results show
our model is able to succeed in matching the topological characteristics and provides flexibility
through the model param | |
| dc.title | A model for generating synthetic financial
interbank networks | |
| dc.type.content | Master Thesis | |
| dc.rights.accessrights | Open Access | |
| dc.subject.courseuu | Computing Science | |
| dc.thesis.id | 16211 | |
