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master's thesis
Model mreža s primjenom u bankarstvu
Zagreb: University of Zagreb, Faculty of Science, 2018. urn:nbn:hr:217:630115
Kunić, Lovro
University of Zagreb
Faculty of Science
Department of Mathematics

Institutional repository: Repository of the Faculty of Science

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Kunić, L. (2018). Model mreža s primjenom u bankarstvu (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:630115

Kunić, Lovro. "Model mreža s primjenom u bankarstvu." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:630115

Kunić, Lovro. "Model mreža s primjenom u bankarstvu." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:630115

Kunić, L. (2018). 'Model mreža s primjenom u bankarstvu', Master's thesis, University of Zagreb, Faculty of Science, accessed 23 December 2024, https://urn.nsk.hr/urn:nbn:hr:217:630115

Kunić L. Model mreža s primjenom u bankarstvu [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2018 [cited 2024 December 23] Available at: https://urn.nsk.hr/urn:nbn:hr:217:630115

L. Kunić, "Model mreža s primjenom u bankarstvu", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2018. Available at: https://urn.nsk.hr/urn:nbn:hr:217:630115

Metadata
TitleModel mreža s primjenom u bankarstvu
AuthorLovro Kunić
MentorBoris Podobnik (mentor)
Committee memberBoris Podobnik (predsjednik povjerenstva)
Committee memberMiljenko Huzak (član povjerenstva)
Committee memberSonja Štimac (član povjerenstva)
Committee memberVjeran Hari (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2018-09-24, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
U ovom diplomskom radu analizirali smo utjecaj strukture međubankovnih izlaganja na stabilnost financijskog sustava. Primijenili smo teoriju mreža kako bi konstruirali bankovni sustav te smo analizirali otpornost financijskog sustava nakon idiosinkratskog šoka, tj. propasti pojedine banke u sustavu. Analizirali smo otpornost sustava s obzirom na veličinu banke, te glavne parametre koji opisuju sustav kao slučajni graf. To su kapitaliziranost pojedine banke u sustavu, veličina međubankovnog sustava, entropija te stupanj povezanosti. U prvom slučaju promatrali smo kako se ponaša sustav koji je konstruiran kao slučajni graf. U drugom dijelu rada pokazali smo kako se ponaša sustav konstruiran tako da se najveće banke ponašaju kao novčani centri cjelokupnog sustava. Uzeći u obzir veličine banaka unutar sustava i gledajući glavne parametre analizirali smo otpornost sustava na šokove za oba promatrana slučaja.
Abstract (english)
In this graduate thesis we analysed how the structure of interbank liabilities impacts the stability of financial system. We applied network theory to construct the banking system and we analysed the resilience of financial system after idiosyncratic shock, i.e. default of a single bank of the system. We analysed resilience of a financial system considering the size of a bank and main parameters that describe a system as a random graph. That are capitalization, the size of interbank market, entropy and the degree of connectivity. In the first part we observed the resilience of financial system that was constructed as a random graph. In the second part we showed how the system behaves when it is constructed as a multiple money centre system. Considering the size of banks inside the system and main parameters mentioned above, we analysed the resistance of financial system to shocks in this two cases.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:630115
Study programmeTitle: Finance and Business Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2019-05-30 11:02:06