A regulation model for the solvency of banking system: based on the pinning control theory of complex network (Q1727399): Difference between revisions
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| Property / cites work: Rollover risk, network structure and systemic financial crises / rank | |||
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| Property / cites work: Systemic Risk in Financial Systems / rank | |||
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| Property / cites work: Filling in the blanks: network structure and interbank contagion / rank | |||
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| Property / cites work: Network topology of the interbank market / rank | |||
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| Property / cites work: Pinning a Complex Dynamical Network to Its Equilibrium / rank | |||
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| Property / cites work: Pinning control of scale-free dynamical networks / rank | |||
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| Property / cites work: A DEGREE-BASED STRATEGY FOR CONSTRAINED PINNING CONTROL OF COMPLEX NETWORKS / rank | |||
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Latest revision as of 07:53, 18 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regulation model for the solvency of banking system: based on the pinning control theory of complex network |
scientific article |
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A regulation model for the solvency of banking system: based on the pinning control theory of complex network (English)
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20 February 2019
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Summary: A dynamic model is proposed based on the pinning control theory of complex network in order to simulate government bailouts against financial crisis and then is applied to a stress test of China's interbank borrowing and lending network from 2007 to 2014. The proposed model takes many cases into account, so it is able to simulate bailout effects with different parameters, capture temporal and individual differences of banks' spillovers effects, and reflect their sensitivity to government bailouts indirectly. This paper offers an innovative model to identify the systemic-important banks in financial crisis and construct a macroprudential regulation system based on network theory.
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