Network entropy and systemic risk in dynamic banking systems (Q1687399)
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scientific article; zbMATH DE number 6821568
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| English | Network entropy and systemic risk in dynamic banking systems |
scientific article; zbMATH DE number 6821568 |
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Network entropy and systemic risk in dynamic banking systems (English)
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3 January 2018
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Summary: We investigate network entropy of dynamic banking systems, where interbank networks analyzed include random networks, small-world networks, and scale-free networks. We find that network entropy is positively correlated with the effect of systemic risk in the three kinds of interbank networks and that network entropy in the small-world network is the largest, followed by those in the random network and the scale-free network.
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network entropy
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dynamic banking systems
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systemic risk
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random networks
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small-world networks
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scale-free networks
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0.7954879999160767
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0.79450923204422
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0.7877935171127319
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0.784752368927002
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0.7829261422157288
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