A Regulation Model for the Solvency of Banking System: Based on the Pinning Control Theory of Complex Network
Joint Authors
Gao, Xiang
Zhou, Ming
Ouyang, Hongbing
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-12-20
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
A dynamic model is proposed based on the pinning control theory of complex network in order to simulate government bailouts against financial crisis and then is applied to a stress test of China’s interbank borrowing and lending network from 2007 to 2014.
The proposed model takes many cases into account, so it is able to simulate bailout effects with different parameters, capture temporal and individual differences of banks’ spillovers effects, and reflect their sensitivity to government bailouts indirectly.
This paper offers an innovative model to identify the systemic-important banks in financial crisis and construct a macroprudential regulation system based on network theory.
American Psychological Association (APA)
Gao, Xiang& Zhou, Ming& Ouyang, Hongbing. 2017. A Regulation Model for the Solvency of Banking System: Based on the Pinning Control Theory of Complex Network. Discrete Dynamics in Nature and Society،Vol. 2017, no. 2017, pp.1-13.
https://search.emarefa.net/detail/BIM-1152021
Modern Language Association (MLA)
Gao, Xiang…[et al.]. A Regulation Model for the Solvency of Banking System: Based on the Pinning Control Theory of Complex Network. Discrete Dynamics in Nature and Society No. 2017 (2017), pp.1-13.
https://search.emarefa.net/detail/BIM-1152021
American Medical Association (AMA)
Gao, Xiang& Zhou, Ming& Ouyang, Hongbing. A Regulation Model for the Solvency of Banking System: Based on the Pinning Control Theory of Complex Network. Discrete Dynamics in Nature and Society. 2017. Vol. 2017, no. 2017, pp.1-13.
https://search.emarefa.net/detail/BIM-1152021
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1152021