Associated Credit Risk Contagion with Incubatory Period: A Network-Based Perspective
Joint Authors
Zhou, Zongfang
Xu, Kai
Mo, Jianming
Qian, Qian
Zhang, Fengying
Xie, Xiaofeng
Source
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-08-17
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Associated credit risk is a kind of credit risk among the associated credit entities formed by credit-related entities.
Focusing on this hot topic of associated credit risk and the relevant contagion and considering the latent entities and their incubatory period, this paper builds an infectious dynamic model to describe the associated credit risk contagion of associated credit entities based on the mean-field theory of complex networks.
Firstly, this paper analyzes the stable state of the associated credit risk contagion in the associated entity network, considering the latent entities and their incubatory period.
Secondly, from the perspective of complex network and considering the incubatory period, a SHIS model is built to reveal how the incubatory period influences associated credit risk contagion.
Finally, the sensitivity of some parameters is analyzed in the Barabási–Albert (BA) scale-free network.
The results show the following: (i) the contagion threshold of associated credit risk is related to the incubatory period of latent entities, the recovery rate and infectivity of infected entities, and the newborn rate of credit entities; (ii) the infectious rate of infected entities, the mortality rate of credit entities, and the important factors stated in (i) are all significantly correlated with the density of infected entities.
American Psychological Association (APA)
Xu, Kai& Mo, Jianming& Qian, Qian& Zhang, Fengying& Xie, Xiaofeng& Zhou, Zongfang. 2020. Associated Credit Risk Contagion with Incubatory Period: A Network-Based Perspective. Complexity،Vol. 2020, no. 2020, pp.1-12.
https://search.emarefa.net/detail/BIM-1142502
Modern Language Association (MLA)
Xu, Kai…[et al.]. Associated Credit Risk Contagion with Incubatory Period: A Network-Based Perspective. Complexity No. 2020 (2020), pp.1-12.
https://search.emarefa.net/detail/BIM-1142502
American Medical Association (AMA)
Xu, Kai& Mo, Jianming& Qian, Qian& Zhang, Fengying& Xie, Xiaofeng& Zhou, Zongfang. Associated Credit Risk Contagion with Incubatory Period: A Network-Based Perspective. Complexity. 2020. Vol. 2020, no. 2020, pp.1-12.
https://search.emarefa.net/detail/BIM-1142502
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1142502