Discovering SIFIs in Interbank Communities
Fig 3
Time evolution of the coefficient of variation.
Time evolution of the coefficient of variation of the membership distribution (a) and for the borrowing (b) and the lending (c) scores. We distinguish between Italian and foreign banks behavior encapsulating Italian banks into a blue rectangle. In each subplot the y-left axis shows the number of anonymous banks operating while the x-axis denotes years. The color bars emphasize the coefficient of variation value. The bottom panels show an example of the degree membership distribution associated with banks in particular periods: it can be dispersed across communities or fully concentrated into a particular module.