  We use the theory of complex networks in order to quantitatively characterize
the formation of communities in a particular financial market. The system is
composed by different banks exchanging on a daily basis loans and debts of
liquidity. Through topological analysis and by means of a model of network
growth we can determine the formation of different group of banks characterized
by different business strategy. The model based on Pareto's Law makes no use of
growth or preferential attachment and it reproduces correctly all the various
statistical properties of the system. We believe that this network modeling of
the market could be an efficient way to evaluate the impact of different
policies in the market of liquidity.
