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A double-layer network and the contagion mechanism of China’s financial systemic risk

We establish a double-layer network for China’s financial system, consisting of an interbank lending network and a cross-shareholding network. The loss of diffusion in an interbank lending channel independently, a cross-shareholding channel independently and a double-layer contagion channel after one of the financial institutions goes bankrupt with an initial shock are simulated to explore the nonlinear evolution mechanism of financial risk and impact factors of financial systemic risk in China.
This is a companion discussion topic for the original entry at https://www.comses.net/codebases/106f8802-a5a6-4bda-bde3-bfa315e8edc3/releases/1.0.0/