Interest Rate Swap Market Complexity and Its Risk Management Implications

Table 5

Summary statistics of network properties (average of daily swap networks).

	Number of contracts	Number of entities	Clustering coefficient	Power-law exponent	Average path
Min	1077	198	0.080	1.671	3.134
Mean	1549	248	0.285	1.807	3.457
Median	1428	242	0.292	1.787	3.292
Max	8064	1576	0.555	2.479	4.089

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