Contagion in Financial Networks

Authors

Prasanna Gai, Sujit Kapadia

Year

2010

Venue

Proceedings of the Royal Society A, 466(2120)

Category

Financial Networks & Systemic Risk

Cite status

Verified

Domains

liquidity networks

Notes

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

Relevance to ƒxyz

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