Research on Systemic Risk of the Turkish Banking Industry Based on a Systemic Risk Measurement Framework of the Fractional Brownian Motion

Figure 2

The evolutional banking network structure from 2014 to 2019; the figure is drawn based on the maximum entropy estimation, where each node represents a bank, each line represents the existence of borrowing and lending relationships, and the arrow points to the borrowing bank. The weight of the loan is reflected in the size of the node and the thickness of the line in the graph. The larger the node, the greater the weight of the bank’s loan assets in the total loan assets in the entire banking network.