银行生态系统系统风险的数学建模和稳定性分析

IF 1.2 Q2 MATHEMATICS, APPLIED
I. Irakoze, Fulgence Nahayo, Dennis Ikpe, S. Gyamerah, F. Viens
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引用次数: 0

摘要

本文通过分析均衡点和稳定性条件,研究了银行网络中系统性风险的动态变化。重点是一个包含受困银行和未受困银行之间相互作用的模型。平衡点是通过求解简化方程组确定的,同时考虑了同质和异质情况。局部和全局稳定性分析揭示了平衡点稳定或不稳定的条件。数值模拟进一步说明了系统性风险的动态变化,而理论研究结果则为我们提供了在不同条件下受困银行行为的见解。总之,该模型增强了我们对系统性金融风险的理解,并为银行业的风险管理和政策制定提供了宝贵的见解。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Mathematical Modeling and Stability Analysis of Systemic Risk in the Banking Ecosystem
This paper investigates the dynamics of systemic risk in banking networks by analyzing equilibrium points and stability conditions. The focus is on a model that incorporates interactions among distressed and undistressed banks. The equilibrium points are determined by solving a reduced system of equations, considering both homogeneous and heterogeneous scenarios. Local and global stability analyses reveal conditions under which equilibrium points are stable or unstable. Numerical simulations further illustrate the dynamics of systemic risk, while the theoretical findings offer insights into the behavior of distressed banks under varying conditions. Overall, the model enhances our understanding of systemic financial risk and offers valuable insights for risk management and policymaking in the banking sector.
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来源期刊
Journal of Applied Mathematics
Journal of Applied Mathematics MATHEMATICS, APPLIED-
CiteScore
2.70
自引率
0.00%
发文量
58
审稿时长
3.2 months
期刊介绍: Journal of Applied Mathematics is a refereed journal devoted to the publication of original research papers and review articles in all areas of applied, computational, and industrial mathematics.
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