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Table 11 Assortativity coefficient for risk rating. The columns with rating refers to the subgraph of nodes with known rating. The columns customers refers to the subgraph of nodes with customer status yes. In the last two columns, the metric for assortativity is modified in order to take into account weights, specifically \(e_{ij}\) is computed as the fraction of volume, not the number of edges (see main text for more details)

From: Corporate payments networks and credit risk rating

Metric:

Standard

Weighted

Nodes:

All

With rating

Clients

All

With rating

Clients

Jan

−0.063

0.025

0.035

0.073

0.115

0.109

Feb

−0.066

0.026

0.038

0.106

0.181

0.188

Mar

−0.067

0.025

0.039

0.073

0.150

0.150

Apr

−0.067

0.026

0.036

0.069

0.154

0.156

May

−0.067

0.025

0.038

0.065

0.146

0.139

Jun

−0.068

0.026

0.039

0.060

0.150

0.128

Jul

−0.072

0.025

0.037

0.046

0.142

0.137

Aug

−0.078

0.025

0.040

0.078

0.149

0.224

Sep

−0.067

0.025

0.040

0.087

0.168

0.216

Oct

−0.076

0.024

0.037

0.080

0.151

0.213

Nov

−0.072

0.024

0.039

0.070

0.175

0.149

Dec

−0.082

0.024

0.040

0.037

0.199

0.151