DocumentCode :
3564958
Title :
Analysis of Interbanking Systemic Risk Contagion - Case from Finland Bank System
Author :
Chao Wu ; Wenhe Li
Author_Institution :
Southwestern Univ. of Finance & Econ., Chengdu, China
fYear :
2014
Firstpage :
82
Lastpage :
86
Abstract :
The subprime mortgage crisis of America has increased the importance of the banking system security, and the subprime mortgage crisis in the banking sector´s performance is constantly being infected by a bank´s bankrupt, and ultimately makes contagion. In this article, firstly, according to the idea of maximum entropy estimates the payment transactions matrix and then presenting a risk of spreading mechanism of the specific process, finally take the Finnish inter-bank payment system for example do a risk analysis of infection.
Keywords :
matrix algebra; maximum entropy methods; mortgage processing; risk analysis; America; Finland bank system; Finnish interbank payment system; bank bankrupt; banking system security; interbanking systemic risk contagion analysis; maximum entropy; payment transactions matrix; spreading mechanism; subprime mortgage crisis; Banking; Economics; Educational institutions; Entropy; Finance; Loans and mortgages; Systematics; interbanking systematic risk; maximum entropy; risk contagious;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Management of e-Commerce and e-Government (ICMeCG), 2014 International Conference on
Type :
conf
DOI :
10.1109/ICMeCG.2014.26
Filename :
7046895
Link To Document :
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