Evolution of controllability in interbank networks

External inputs allow us to control the state of the interbank lending network.

Scientific Reports 3, 1626 (2013)

D. Delpini, S. Battiston, M. Riccaboni, G. Gabbi, F. Pammolli, G. Caldarelli

LQ placeholderExternal inputs allow us to control the state of the interbank lending network.

The Statistical Physics of Complex Networks has recently provided new theoretical tools for policy makers. Here we extend the notion of network controllability to detect the financial institutions, i.e. the drivers, that are most crucial to the functioning of an interbank market. The system we investigate is a paradigmatic case study for complex networks since it undergoes dramatic structural changes over time and links among nodes can be observed at several time scales. We find a scale-free decay of the fraction of drivers with increasing time resolution, implying that policies have to be adjusted to the time scales in order to be effective. Moreover, drivers are often not the most highly connected ‘‘hub’’ institutions, nor the largest lenders, contrary to the results of other studies. Our findings contribute quantitative indicators which can support regulators in developing more effective supervision and intervention policies.

LQ placeholderNetwork valuation in financial systems

Network valuation in financial systems

P. Barucca, M. Bardoscia, F. Caccioli, M. D’Errico, G. Visentin, G. Caldarelli, S. Battiston

Mathematical Finance

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The space of functions computed by deep layered machines

A. Mozeika, B. Li, D. Saad

Sub. to Physical Review Letters

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T. Coolen, M. Sheikh, A. Mozeika, F. Aguirre-Lopez, F. Antenucci

Sub. to Journal of Physics A

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M. Reeves, S. Levin, T. Fink, A. Levina

Harvard Business Review

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A. Mozeika, T. Coolen

Journal of Physics A

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F. Vanni, P. Barucca

Journal of Economic Interaction and Coordination

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