On Unifying Concepts of Epidemics and Systemic Risk

E Ahmed and El Saka Haa
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E Ahmed: Department of Mathematics, Mansoura University, Egypt
El Saka Haa: Department of Mathematics, Damietta University, Egypt

Biostatistics and Biometrics Open Access Journal, 2017, vol. 1, issue 2, 50-51

Abstract: Systemic risk is the one where the failure of one bank causes the failure of several connected ones. This is similar to percolation. There are two beliefs [1] that a given bank is too large to fail and a given bank is too well connected to fail. This means that nodes [2] in inter-banks networks are not similar. There are large banks and there are small ones. Large banks are more relevant to systemic failure than small ones.

Keywords: Biometrics Open Access Journal; Biostatistics and Biometrics; Biostatistics and Biometrics Open Access Journal; Open Access Journals; biometrics journal; biometrics articles; biometrics journal reference; biometrics journal impact factor; biometrics and biostatistics journal impact factor; journal of biometrics; open access juniper publishers; juniper publishers reivew (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:adp:jbboaj:v:1:y:2017:i:2:p:50-51

DOI: 10.19080/BBOAJ.2017.01.555559

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