A Study on the Contagion Mechanism of Associated Credit Risk with Risk Information Lag

被引：0
|
作者：
Xu, Kai [1 ,2 ]
Zhou, Zongfang [1 ]
Xie, Xiaofeng [1 ,3 ]
机构：
[1] Univ Elect Sci & Technol China, Sch Management & Econ, Chengdu, Sichuan, Peoples R China
[2] Chengdu Univ, Sch Business, Chengdu, Sichuan, Peoples R China
[3] Chengdu Neusoft Univ, Genenal Educ Dept, Chengdu, Sichuan, Peoples R China
来源：
PROCEEDINGS OF THE THIRD INTERNATIONAL CONFERENCE ON ECONOMIC AND BUSINESS MANAGEMENT (FEBM 2018) | 2018年 / 56卷
基金：
中国国家自然科学基金;
关键词：
Risk information lag; Associated credit risk; Contagion mechanism; Associated individual network;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Based on the epidemic model and complex network theory, this paper discusses the impact mechanism of risk information spreading and its lag on the associated credit risk contagion. The results of the study show that the lag of risk information do not affect the stability of risk equilibrium. Moreover, under the condition of risk stability, the density of susceptible individuals with protective awareness, the density of the infected individuals and the cumulative density of risk awareness are independent of the network structure, but are influenced by these 9 parameters such as the recovery rate of the infected individuals and the effective transmission rate of the risk information. Furthermore, the density of protected conscious susceptible individuals and the density of the infected individuals decrease with the increase of the risk awareness transmission efficiency and the effective transmission rate of risk awareness.
引用
收藏
页码：160 / 165
页数：6
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