Directed and weighted network models of the inter-bank market

Complex network theory is a powerful tool to study the internal structure and function of the inter-bank market. By using partial information of the inter-bank market, in this paper we use a threshold method to construct directed and weighted network models of the inter-bank market based on the inter-bank lending relationships. Moreover, we can effectively tap the information of network topology properties of inter-bank market, which is helpful to understand the formation mechanism of the inter-bank market network and manage inter-bank contagion risk.