The role of banks in the Brazilian Interbank Market: Does bank type matter?
Daniel Cajueiro and
Benjamin Tabak
No 130, Working Papers Series from Central Bank of Brazil, Research Department
Abstract:
This paper presents an empirical analysis of the Brazilian interbank network structure. The Brazilian interbank market clearly presents a topology that is compatible to the free-scale networks. This market is characterized by money centers, which have exposures to many banks and are the most important source of large amounts of lending. Therefore, they have important positions in the network taken into account by the minimal spanning tree and the power domination measures of the network. We also develop a methodology to compare di®erent banks and their relative importance in the network.
Date: 2007-01
New Economics Papers: this item is included in nep-ban and nep-mon
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)
Downloads: (external link)
https://www.bcb.gov.br/content/publicacoes/WorkingPaperSeries/wps130.pdf (application/pdf)
Related works:
Journal Article: The role of banks in the Brazilian interbank market: Does bank type matter? (2008)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bcb:wpaper:130
Access Statistics for this paper
More papers in Working Papers Series from Central Bank of Brazil, Research Department
Bibliographic data for series maintained by Rodrigo Barbone Gonzalez ().