Financial networks and bank liquidity

被引：8

作者：

Silva, Thiago Christiano ^{[1
,2
,3
]}

da Silva, Marcos Soares ^{[1
]}

Tabak, Benjamin Miranda ^{[3
]}

机构：

[1] Cent Bank Brazil, Dept Res, Setor Bancario Sul, Quadra 3,Bloco B, BR-70074900 Brasilia, DF, Brazil

[2] Univ Sao Paulo, Ribeirao Preto Sch Philosophy Sci & Literature, Dept Comp & Math, Av Bandeirantes 3900, BR-14040901 Ribeirao Preto, SP, Brazil

[3] Univ Catolica Brasilia, Dept Law & Econ, Campus Avancado Asa Norte,SGAN 916, BR-70790160 Brasilia, DF, Brazil

来源：

JOURNAL OF NETWORK THEORY IN FINANCE | 2016年 / 2卷 / 04期

关键词：

liquidity; core-periphery; network topology; financial stability; banking regulation; Basel III;

D O I：

10.21314/JNTF.2016.022

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

Our paper is the first to link bank liquidity performance and core-periphery network structures. We show that core-periphery structures can improve the liquidity performance of banks. We also find that network centrality plays a major role in bank liquidity performance. In particular, central players often display better liquidity performance than peripheral members. Our results are relevant for policy-making and financial regulation.

引用

页码：1 / 51

页数：51

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