Network entropy and systemic risk in dynamic banking systems (Q1687399)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Network entropy and systemic risk in dynamic banking systems |
scientific article |
Statements
Network entropy and systemic risk in dynamic banking systems (English)
0 references
3 January 2018
0 references
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.
0 references
network entropy
0 references
dynamic banking systems
0 references
systemic risk
0 references
random networks
0 references
small-world networks
0 references
scale-free networks
0 references
0 references