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Default Cascades in Complex Networks: Topology and Systemic Risk

The recent crisis has brought to the fore a crucial question that remains still open: what would be the optimal architecture of financial systems? We investigate the stability of several benchmark topologies in a simple default cascading dynamics in bank networks. We analyze the interplay of several...

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Detalles Bibliográficos
Autores principales: Roukny, Tarik, Bersini, Hugues, Pirotte, Hugues, Caldarelli, Guido, Battiston, Stefano
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2013
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3783890/
https://www.ncbi.nlm.nih.gov/pubmed/24067913
http://dx.doi.org/10.1038/srep02759