An Equilibrium Model of Interbank Networks Based on Variational Inequalities
Joint Authors
Source
Advances in Mathematical Physics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-11-19
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
We develop an equilibrium model of credit network and trust network in the interbank market.
We consider two kinds of decision makers including banks with liquidity surplus and banks with liquidity shortage.
We model the behavior of the decision makers, derive the equilibrium conditions, and establish the variational inequality formulation for interbank credit network and trust network.
We then utilize the variational inequality formulation to obtain qualitative properties of the equilibrium pattern in terms of existence and uniqueness.
American Psychological Association (APA)
Li, Shouwei& He, Jian-Min. 2013. An Equilibrium Model of Interbank Networks Based on Variational Inequalities. Advances in Mathematical Physics،Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-451924
Modern Language Association (MLA)
Li, Shouwei& He, Jian-Min. An Equilibrium Model of Interbank Networks Based on Variational Inequalities. Advances in Mathematical Physics No. 2013 (2013), pp.1-5.
https://search.emarefa.net/detail/BIM-451924
American Medical Association (AMA)
Li, Shouwei& He, Jian-Min. An Equilibrium Model of Interbank Networks Based on Variational Inequalities. Advances in Mathematical Physics. 2013. Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-451924
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-451924