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Topology of Complex Networks and Demand of Intraday Liquidity: Based on the Real-Time Gross Settlement System Cover

Topology of Complex Networks and Demand of Intraday Liquidity: Based on the Real-Time Gross Settlement System

By:  and    
Open Access
|Mar 2018

Figures & Tables

Fig. 1

TL and VOS or VTS of different networks

Source: Authors’ own calculations.

Fig. 2

TL and VOS or VTS of nodes in different networks

Source: Authors’ own calculations.

Fig. 3

System and Member UBLs of Symmetric Networks

Source: Authors’ own calculations.

Fig. 4

Relationship between UBL or RUBL and TS of Members in Symmetric Networks

Source: Authors’ own calculations.

Fig. 5

Relationship between Out-Strength and UBL or RUBL of a Node Given the Level of Leakage

Source: Authors’ own calculations.

Fig. 6

Relationship between the Liquidity Demand of the System and TL or VOS in ES

Source: Authors’ own calculations.

Fig. 7

Relationship between the Liquidity Demand of Nodes and TL or VOS in ES

Source: Authors’ own calculations.

Fig. 8

Leakage Effect and Strength Effect on the Liquidity Demand of a Node given a TS

Source: Authors– own calculations.

Fig. 9

Relationship between TL or VOS and the Liquidity Demand of the System in BA

Source: Authors’ own calculations.

Fig. 10

The Effect of Leakage on the Liquidity Demand of Nodes in BA

Source: Authors’ own calculations.

Fig. 11

The Effect of Leakage on the Liquidity Demand of Nodes with a Given Out-Strength

Source: Authors’ own calculations.

DOI: https://doi.org/10.1515/ceej-2017-0010 | Journal eISSN: 2543-6821 | Journal ISSN: 2544-9001
Language: English
Page range: 50 - 61
Published on: Mar 21, 2018
Published by: Faculty of Economic Sciences, University of Warsaw
In partnership with: Paradigm Publishing Services
JEL:

© 2018 Mu Tong, Yi He, published by Faculty of Economic Sciences, University of Warsaw
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.