FIN-STAB: An interactive software for shock simulator for financial networks. Our software takes as input a specific model of financial networks with interlocked balanced sheets and shows the effect of loss of external assets of a subset of nodes (shock) on the remaining nodes of the network. The user can either input his/her own file for the network with parameters, or can study the effect on random networks generated based on a pre-defined set of models. This software can be used to study relationship of the stability properties of these types of financial networks with the topology and other parameters of the network.
Keywords for this software
References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
- Berman, Piotr; DasGupta, Bhaskar; Kaligounder, Lakshmi; Karpinski, Marek: On the computational complexity of measuring global stability of banking networks (2014)
- DasGupta, Bhaskar; Kaligounder, Lakshmi: On global stability of financial networks (2014)