Contagion in Financial Networks

Autores

Prasanna Gai, Sujit Kapadia

Año

2010

Publicación

Proceedings of the Royal Society A, 466(2120)

Categoría

Financial Networks & Systemic Risk

Estado de cita

Verificado

Dominios

liquidity networks

Notas

"Robust-yet-fragile": dense networks absorb small shocks but propagate large ones; source of the R₀ systemic-health metric.

Relevancia para ƒxyz

R₀ card documented in ALGORITHM-REFERENCE; the network-safety framing for a routing graph.