Complex Network For A Crisis Contagion On An Interbank System
Complex Network For A Crisis Contagion On An Interbank System
复制标题
银行间系统危机蔓延的复杂网络
DOI：
10.1142/s0129183112500581
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发表时间：
2012
影响因子：
1.9
通讯作者：
Mariano Tirado
中科院分区：
文献类型：
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作者：
Mariano Tirado
这项研究的主要焦点是金融危机对银行间债务网络的传染。为了模拟危机传播，建立了一个基于增长策略的加权社区复杂网络。基于金融病毒的概念，用一种新的疾病传播视角来描述这种传染病。该模型再现了TBTF银行的存在，并显示了初始TBTF银行崩溃在银行间网络中产生的影响，这取决于初始崩溃的程度和网络对传染传播的抵抗。
The main focus of this research is the contagion of a financial crisis on an interbank debt network. In order to simulate the crisis propagation a weighted community complex network based on growth strategy has been created. The contagion is described by a new way of disease propagation perspective based on the concept of a financial virus. The model reproduces the existence of TBTF banks and shows the impact that an initial TBTF bank crash produces in the interbank network depending on the magnitude of the initial crash and on the resistance that the network offers against the contagion propagation.