Stability analysis of the banking system
A complex systems approach
Bibliographic Data
| ID | 13023536 |
|---|---|
| Authors | Alan K Karaev (0000-0002-5120-7816, Financial University, corresponding author), Alan Karaev, Marina Melnichuk (Financial University), Timur Guev (Kaspe (Czechia)), Grzegorz Mentel (0000-0002-6371-1219, Rzeszów University of Technology) |
| Year | 2017 |
| Volume | 10 |
| Issue | 3 |
| Pages | 273-284 |
| Publication date | 2017-10-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | JOURNAL OF INTERNATIONAL STUDIES (JOURNAL) |
| Journal identifiers | ISSN: 2071-8330 • E-ISSN: 2306-3483 |
| Publisher | Centre of Sociological Research, NGO (PUBLISHER) |
| DOI | 10.14254/2071-8330.2017/10-3/20 |
| OpenAlex | W2781521728 |
| Language | EN |
| Citations received | 1 |
| References cited | 3 |
The present work deals with the stability analysis of a banking system with the structure in the form of Apollonian graph based on such characteristics of the banking system as the modularity and inhomogeneous distribution of banks by degree, on the basis of the extended mean-field Nier model (a static approach based on a simplified balance sheet of assets and liabilities of the bank) which was used to analyze the extent of the process of bankruptcy of banks after the default of one of the banks in the banking system. The obtained results of research of stability of banking systems based on the Apollonian graphs indicate that such characteristics as modularity (i.e. clustering), and the heterogeneity of banks in the structure of the model of banking systems allow them to conform «isomorphous structure» typical of the majority of real social and biological complex adaptive systems
Business · Complex system · Financial system · Stability (learning theory · Complex Systems and Time Series Analysis · Computer Science · Economic theories and models · Market Dynamics and Volatility · Artificial Intelligence
| Citations per year | 0.25 |
|---|---|
| Citation span | 2022 - 2022 (1) |
| Highly cited | No |