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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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2012
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| 在線閱讀: | http://hdl.handle.net/10356/48721 |
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| 機構: | Nanyang Technological University |
| 語言: | English |