Liquidity flows in interbank networks

F Castiglionesi, M Eboli - Review of Finance, 2018 - academic.oup.com
This article characterizes the interbank deposit network as a flow network that is able to
channel liquidity flows among banks. These flows are beneficial, allowing banks to cope …

Financial applications of flow network theory

M Eboli - Advanced Dynamic Modeling of Economic and Social …, 2013 - Springer
This paper reviews some recent applications of flow network theory to the modelling of
financial systems and of interbank liquidity networks. Three features of network flows have …

[PDF][PDF] Liquidity Flows in Interbank Networks

F Castiglionesi, M Eboli - 2017 - researchgate.net
This paper characterizes the interbank deposit network as a flow network able to channel
flows of liquidity among banks. These flows are beneficial to cope with the liquidity risk faced …