Does network topology and structure affect the contagion effect of a collapse of a financial institution in an interbank market? A case study on the Barabási–Albert model, Watts-Strogatz model and Erdős–Rényi model

• 主要作者: Chew, Wei Jian
• 其他作者: Fedor Duzhin
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2021
• 主題: Science::Mathematics::Discrete mathematics; Social sciences::Economic theory
• 在線閱讀: https://hdl.handle.net/10356/148506

This report takes inspiration from the 1998 Asian Financial Crisis, and the resulting cascade of insolvencies of banks in Thailand and Russia in the aftermath. We analysed the contagion effect a collapse of a financial institution would have on other financial institutions in an interbank market. Du...