A network model of credit risk contagion (Q1936024): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A network model of credit risk contagion |
scientific article |
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A network model of credit risk contagion (English)
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21 February 2013
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Summary: A network model of credit risk contagion is presented, in which the effect of behaviors of credit risk holders and the financial market regulators and the network structure are considered. By introducing the stochastic dominance theory, we discussed, respectively, the effect mechanisms of the degree of individual relationship, individual attitude to credit risk contagion, the individual ability to resist credit risk contagion, the monitoring strength of the financial market regulators, and the network structure on credit risk contagion. Then some derived and proofed propositions were verified through numerical simulations.
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