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| In the past decade several approaches to the description of the topology and statistical properties of interbank networks have been developed. Among the empirical networks, the most prevalent case study is the Italian interbank market, which has shown to be disassortative and to have fat-tailed distributions in degree, number of transactions and transaction sizes. However, data regarding interbank networks are not publicly available (when available). Thus, having a simple model that reproduces the topological properties of interbank networks would be very relevant in this field. In this work we model interbank market transactions as a temporal network based on an uncorrelated daily generation of the exposures between banks. We use empirical, publicly available data to draw transactional links each day. The aforementioned topological descriptors of the resulting aggregated network agree, qualitatively and quantitatively, with previous results reported in the literature. |
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