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文章基本信息

  • 标题:An Equilibrium Model of Interbank Networks Based on Variational Inequalities
  • 本地全文:下载
  • 作者:Shouwei Li ; Jianmin He
  • 期刊名称:Advances in Mathematical Physics
  • 印刷版ISSN:1687-9120
  • 电子版ISSN:1687-9139
  • 出版年度:2013
  • 卷号:2013
  • 页码:1-5
  • DOI:10.1155/2013/175232
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    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.

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