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Complex Network For A Crisis Contagion On An Interbank System

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  • MARIANO TIRADO

    (Departamento de Física Fundamental, Universidad Nacional de Educación a Distancia, C/Senda del Rey 9, E-28040 Madrid, Spain)

Abstract

The main focus of this research is the contagion of a financial crisis on an interbank debt network. In order to simulate the crisis propagation a weighted community complex network based on growth strategy has been created. The contagion is described by a new way of disease propagation perspective based on the concept of a financial virus. The model reproduces the existence of TBTF banks and shows the impact that an initial TBTF bank crash produces in the interbank network depending on the magnitude of the initial crash and on the resistance that the network offers against the contagion propagation.

Suggested Citation

  • Mariano Tirado, 2012. "Complex Network For A Crisis Contagion On An Interbank System," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 23(09), pages 1-20.
    • Handle: RePEc:wsi:ijmpcx:v:23:y:2012:i:09:n:s0129183112500581
    DOI: 10.1142/S0129183112500581
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    Cited by:

    1. Kanno, Masayasu, 2020. "Interconnectedness and systemic risk in the US CDS market," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    2. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
    3. Paolo Bartesaghi & Michele Benzi & Gian Paolo Clemente & Rosanna Grassi & Ernesto Estrada, 2019. "Risk-dependent centrality in economic and financial networks," Papers 1907.07908, arXiv.org, revised Apr 2020.

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