Title :
Inter-bank spreading risk factors study based on the complex networks
Author_Institution :
Sch. of Manage., Shanghai Univ., Shanghai, China
Abstract :
In this paper, the inter-bank spreading risk on complex networks is studied. Firstly, a risk contagion model is established based on the network structure of the financial system and the thought of infectious disease modeling. Through an analysis of the global stability and equilibrium point, the conditions met which the risk communication disappears or exists are concluded. Secondly, numerical simulations was carried out to analyze the influencing factors of the inter-bank risk transmission, and the impacts of these factors on the basic reproductive number were discussed. The models can serve as theoretical guidance for the choice of risk control strategy.
Keywords :
banking; complex networks; numerical analysis; risk management; complex networks; equilibrium point; financial system network structure; global stability; infectious disease modeling; interbank risk transmission; interbank spreading risk factor study; numerical simulations; reproductive number; risk contagion model; risk control strategy; Analytical models; Finance; Lead; complex networks; contagion; equilibrium point; global stability;
Conference_Titel :
Electronics, Computer and Applications, 2014 IEEE Workshop on
Conference_Location :
Ottawa, ON
DOI :
10.1109/IWECA.2014.6845615