Network Entropy and Systemic Risk in Dynamic Banking Systems

Liang He and Shouwei Li

Complexity, 2017, vol. 2017, 1-7

Abstract:

We investigate network entropy of dynamic banking systems, where interbank networks analyzed include random networks, small-world networks, and scale-free networks. We find that network entropy is positively correlated with the effect of systemic risk in the three kinds of interbank networks and that network entropy in the small-world network is the largest, followed by those in the random network and the scale-free network.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:1852897

DOI: 10.1155/2017/1852897

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