Computational Model Library

A double-layer network and the contagion mechanism of China’s financial systemic risk (version 1.0.0)

We establish a double-layer network for China’s financial system, consisting of an interbank lending network and a cross-shareholding network. The loss of diffusion in an interbank lending channel independently, a cross-shareholding channel independently and a double-layer contagion channel after one of the financial institutions goes bankrupt with an initial shock are simulated to explore the nonlinear evolution mechanism of financial risk and impact factors of financial systemic risk in China.

Release Notes

The simulation model was programmed by using Matlab R2014b. A series of simulation experiments with different parameter were carried out in this platform. The default value is T=100.

Version Submitter First published Last modified Status
1.0.0 zou Tue Aug 13 03:26:21 2019 Tue Aug 13 03:26:21 2019 Published

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