Research on contagion and the influencing factors of personal credit risk based on a complex network

X Sui, H Wen, J Gao, S Lu - Discrete Dynamics in Nature and …, 2022 - Wiley Online Library
With the digital transformation of commercial banks and the online transfer of credit
transactions, the relationship between credit subjects tends to be complex, and personal …

Robustness of banking networks to idiosyncratic and systemic shocks: a network-based approach

M Steinbacher, M Steinbacher… - Journal of Economic …, 2016 - Springer
We propose a network-based structural model of credit risk to demonstrate how idiosyncratic
and systemic shocks propagate across the banking system and evaluate the costs. The …

Clustered marginalization of minorities during social transitions induced by co-evolution of behaviour and network structure

CF Schleussner, JF Donges, DA Engemann… - Scientific Reports, 2016 - nature.com
Large-scale transitions in societies are associated with both individual behavioural change
and restructuring of the social network. These two factors have often been considered …

How banks' capital ratio and size affect the stability of the banking system: a simulation-based study

M Steinbacher, M Steinbacher - Journal of Credit Risk, 2015 - papers.ssrn.com
In this paper, we construct a structural model of credit risk in order to examine how different
magnitudes of exogenous shocks to bank loans propagate across the network. We also …

[PDF][PDF] Connecting the Dots: How Social Networks Shape Macroeconomic Expectations

R Kothe - 2023 - boeckler.de
Social networks play a crucial role in diffusing information, influencing individuals'
behaviour, and affecting the stability of economic expectations. However, the effects of social …

Portfolio selection as a multi-period choice problem under uncertainty: an interaction-based approach

M Steinbacher - Artificial Intelligence in Financial Markets: Cutting Edge …, 2016 - Springer
The chapter is a simulation-based survey that applies an interaction-based approach to
examine portfolio selection as a multi-period choice problem under uncertainty. The model …

Portfolio Selection Under Social Networks

M Steinbacher - Available at SSRN 1472398, 2009 - papers.ssrn.com
Portfolio selection in this paper is done in an agent-based setting with individuals
communicating through the social network. We explained why different individuals possess …

Clustered marginalization of minorities during social transitions induced by co-evolution of behaviour and network structure

CF Carl-Friedrich, JF Donges, DA Engemann… - 2016 - oa.tib.eu
Large-scale transitions in societies are associated with both individual behavioural change
and restructuring of the social network. These two factors have often been considered …

Investigation of emergence of diversity in language: parent oriented teacher selection

İ Çimentepe - 2016 - acikbilim.yok.gov.tr
In this work, we investigated the emergence of diversity in language. Fundamental game
theoretical model for emergence of language has been established and used in several …

CHAPTER NINE CAN BALANCE SHEET DIVERSIFICATION SUBSTITUTE FOR BANK CAPITAL? MATJAZ STEINBACHER AND MITJA STEINBACHER1

M STEINBACHER - … Conference on Credit Analysis and Risk …, 2015 - books.google.com
We construct a structural model of credit risk to examine the relationship between bank
balance sheet diversification and bank capital in terms of the stability of the banking system …