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  • 标题:Stability analysis of the banking system:a complex systems approach
  • 本地全文:下载
  • 作者:Alan Karaev ; Marina Melnichuk ; Timur Guev
  • 期刊名称:Journal of International Studies
  • 印刷版ISSN:2071-8330
  • 电子版ISSN:2306-3483
  • 出版年度:2017
  • 卷号:10
  • 期号:3
  • 页码:273-284
  • DOI:10.14254/2071-8330.2017/10-3/20
  • 语种:English
  • 出版社:Centre of Sociological Research, Szczecin, Poland
  • 摘要:The present work deals with the stability analysis of a banking system with the structure in the form of Apollonian graph based on such characteristics of the banking system as the modularity and inhomogeneous distribution of banks by degree,on the basis of the extended mean-field Nier model (a static approach based on a simplified balance sheet of assets and liabilities of the bank) which was used to analyze the extent of the process of bankruptcy of banks after the default of one of the banks in the banking system. The obtained results of research of stability of banking systems based on the Apollonian graphs indicate that such characteristics as modularity (i.e. clustering),and the heterogeneity of banks in the structure of the model of banking systems allow them to conform «isomorphous structure» typical of the majority of real social and biological complex adaptive systems.
  • 关键词:banking and finance;financial stability;complex systems;financial contagion;network approach.
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