Research Article
Interest Rate Swap Market Complexity and Its Risk Management Implications
Figure 2
A weighted network with 5 swap users. A and D representing two firms, B and C representing two banks, and E representing a swap dealer. Note that the contacts (weight of the edges) are all with the unit of millions of U.S. dollars.
(a) A directed weighted network example |
(b) A directed weighted network example with directional change between Band C |