Self-organised criticality and other phenomena in bank failures.
Banking failures propagate through financial links in the interbank money market. The phenomenon of these failures is investigated using a stylized interbank network model inspired by the dynamical rules of the Bak–Tang–Wiesenfeld (BTW) sandpile. The key modification made was to introduce features o...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
2012
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| Online Access: | http://hdl.handle.net/10356/48721 |
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| Institution: | Nanyang Technological University |
| Language: | English |