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GitHub - bulentozel/SimFinNet: A set of agent-based and network tools that models, analyses and simulates interbank and other financial networks. · GitHub
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A set of agent-based and network tools that models, analyses and simulates interbank and other financial networks.
The details of the model is described in
Bulent Ozel, Mario Eboli, Andrea Teglio, Andrea Toto. 2018. “Robust-yet- fragile: A simulation model on exposure and concentration at interbank networks” Working Papers 2018, Economics Department, Universitat Jaume I, Castellon (Spain)."
Eboli, M., Ozel, B., Teglio, A. and Toto, A., 2023. Connectivity, centralisation and ‘robustness-yet-fragility’of interbank networks. Annals of Finance, 19(2), pp.169-200.