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On Unifying Concepts of Epidemics and Systemic Risk

Author

Listed:
  • E Ahmed

    (Department of Mathematics, Mansoura University, Egypt)

  • HAA El Saka

    (Department of Mathematics, Damietta University, Egypt)

Abstract

Systemic risk is the one where the failure of one bank causes the failure of several connected ones. This is similar to percolation. There are two beliefs [1] that a given bank is too large to fail and a given bank is too well connected to fail. This means that nodes [2] in inter-banks networks are not similar. There are large banks and there are small ones. Large banks are more relevant to systemic failure than small ones.

Suggested Citation

  • E Ahmed & HAA El Saka, 2017. "On Unifying Concepts of Epidemics and Systemic Risk," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 1(2), pages 50-51, April.
    • Handle: RePEc:adp:jbboaj:v:1:y:2017:i:2:p:50-51
    DOI: 10.19080/BBOAJ.2017.01.555559
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    References listed on IDEAS

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    1. Charilaos Mertzanis, 2014. "Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues," Springer Optimization and Its Applications, in: Valery A. Kalyagin & Panos M. Pardalos & Themistocles M. Rassias (ed.), Network Models in Economics and Finance, edition 127, pages 199-237, Springer.
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