A network model of credit risk contagion
type: Item
instance of: scholarly article
title: A network model of credit risk contagion
zbMATH Open document ID: 1257.91049
DOI: 10.1155/2012/513982
author: Tingqiang Chen
author: Jianmin He
published in: Discrete Dynamics in Nature and Society
publication date: 2013-02-21T00:00:00Z
review text: Summary: A network model of credit risk contagion is presented, in which the effect of behaviors of credit risk holders and the financial market regulators and the network structure are considered. By introducing the stochastic dominance theory, we discussed, respectively, the effect mechanisms of the degree of individual relationship, individual attitude to credit risk contagion, the individual ability to resist credit risk contagion, the monitoring strength of the financial market regulators, and the network structure on credit risk contagion. Then some derived and proofed propositions were verified through numerical simulations.
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 6137741
Wikidata QID: Q58700610
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/513982
OpenAlex ID: W2109294356
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description: scientific article; zbMATH DE number 6137741