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
Link To Document