摘要 Nodes in a financial 網絡, such as banks, cannot as

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論文資訊

• 類型：已發表論文
• 日期：2013-05-28

摘要

Nodes in a financial 網絡, such as banks, cannot assess the true risks associated with lending to other nodes in the 網絡, unless they have full 資訊 on the riskiness of all other nodes. These risks can be estimated by using 網絡 metrics (as DebtRank) of the interbank liability 網絡. With a simple 智能體 based model we show that systemic risk in financial 網絡s can be drastically reduced by increasing transparency, i.e. making the DebtRank of individual banks visible to others, and by imposing a rule, that reduces interbank borrowing from systemically risky nodes. This scheme does not reduce the efficiency of the financial 網絡, but fosters a more homogeneous risk-distribution within the system in a self-organized critical way. The reduction of systemic risk is due to a massive reduction of cascading failu

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