Contagion and supervision of liquidity crisis in interbank markets: based on the SIS network model

DOI10.1016/J.PHYSA.2023.129216MaRDI QIDQ6061053zbMATH OpenFDO

Authors Naixi Chen, Howard Fan

Publication date 30 October 2023

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.PHYSA.2023.129216

zbMATH Keywords

equilibrium stateinterbank lending networksmacro-prudential liquidity regulationnode heterogeneitynonlinear contagion

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• A deterministic model for gonorrhea in a nonhomogeneous population
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• Network models and financial stability
• Risk-dependent centrality in economic and financial networks
• Stability of epidemic models over directed graphs: A positive systems approach
• Systemic risk mitigation in financial networks
• The mathematics of infectious diseases

Cited in

(2)

• Modeling and mathematical analysis of liquidity risk contagion in the banking system
• Risk contagion between global commodity and financial markets based on two-layer networks and SIS model

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