• DocumentCode
    3564958
  • Title

    Analysis of Interbanking Systemic Risk Contagion - Case from Finland Bank System

  • Author

    Chao Wu ; Wenhe Li

  • Author_Institution
    Southwestern Univ. of Finance & Econ., Chengdu, China
  • fYear
    2014
  • Firstpage
    82
  • Lastpage
    86
  • Abstract
    The subprime mortgage crisis of America has increased the importance of the banking system security, and the subprime mortgage crisis in the banking sector´s performance is constantly being infected by a bank´s bankrupt, and ultimately makes contagion. In this article, firstly, according to the idea of maximum entropy estimates the payment transactions matrix and then presenting a risk of spreading mechanism of the specific process, finally take the Finnish inter-bank payment system for example do a risk analysis of infection.
  • Keywords
    matrix algebra; maximum entropy methods; mortgage processing; risk analysis; America; Finland bank system; Finnish interbank payment system; bank bankrupt; banking system security; interbanking systemic risk contagion analysis; maximum entropy; payment transactions matrix; spreading mechanism; subprime mortgage crisis; Banking; Economics; Educational institutions; Entropy; Finance; Loans and mortgages; Systematics; interbanking systematic risk; maximum entropy; risk contagious;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Management of e-Commerce and e-Government (ICMeCG), 2014 International Conference on
  • Type

    conf

  • DOI
    10.1109/ICMeCG.2014.26
  • Filename
    7046895