Interest Rate Swap Market Complexity and Its Risk Management Implications

Table 4

Summary statistics of network centrality measures (average of all the daily swap networks).

	Degree centrality	Betweenness of centrality	Closeness centrality	Eigenvector centrality
Min	11.125	153.5	153.5084	0.009144
Mean	12.277	212.4	211.9831	0.017789
Median	12.019	202.9	202.8839	0.011313
Max	94.866	1045.8	1045.8166	0.482834

Notes: this table shows the network centrality measures generated from the unweighted daily interest rate swap networks.