Title :
Metapopulation Model of the Banking Risk Contagion --- Dynamic Simulation Based on Cellular Automata
Author_Institution :
Sch. of Manage., Jinan Univ., Guangzhou, China
Abstract :
Banking risk contagion has been an important issue in banking risk recently. In order to control banking risk contagion and keep the stability of the bank system we put forward the influencing factors by analyzing the feature of banking risk contagion. A model of banking risk contagion is constructed by means of metapopulation. Based on cellular automata we simulate the dynamic process of the contagion in space-time. The model is so flexible that it´s not only used to analyze banking risk contagion but also to the else finance contagion of the whole finance system, as illustrated in the paper.
Keywords :
banking; cellular automata; risk management; banking risk contagion; cellular automata; finance contagion; metapopulation model; Automata; Banking; Biological system modeling; Differential equations; Diseases; Finance; Mathematical model; cellular automata; extinction rate; infectious rate; met population model;
Conference_Titel :
Computational and Information Sciences (ICCIS), 2010 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-8814-8
Electronic_ISBN :
978-0-7695-4270-6
DOI :
10.1109/ICCIS.2010.328