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原文連結
論文資訊
- 類型：已發表論文
- 日期：2012
摘要
We consider a model of contagion in financial 網絡s recently introduced in Gai, P. and Kapadia, S. [Contagion in financial 網絡s, Proc. R. Soc. A 466(2120) (2010) 2401-2423], and we characterize the effect of a few features empirically observed in real 網絡s on the stability of the system. Notably, we consider the effect of heterogeneous degree distributions, heterogeneous balance sheet size and degree correlations between banks. We study the probability of contagion conditional on the failure of a random bank, the most connected bank and the biggest bank, and we consider the effect of targeted policies aimed at increasing the capital requirements of a few banks with high connectivity or big balance sheets. 網絡s with heterogeneous degree distributions are shown to be more resilient to contagion t
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