STABILITY OF THE BANKING SYSTEM WITH APOLLONIAN GRAPH STRUCTURE
( Pp. 36-44)

More about authors
Karaev Alan K. doktor tehnicheskih nauk, professor, glavnyy nauchnyy sotrudnik Departamenta obschestvennyh finansov
Financial University under the Government of the Russian Federation Melnichuk Marina V. doktor ekonomicheskih nauk, professor, rukovoditel Departamenta angliyskogo yazyka i professionalnoy podgotovki, professor Departamenta angliyskogo yazyka i professionalnoy podgotovki
Financial University under the Government of the Russian Federation
Moscow, Russian Federation
Abstract:
The work carried out the banking system stability analysis of the structure in the form of Apollonian graph based on such characteristics of the banking system as a modular and non-uniform distribution of banks by degree, on the basis of the extended mid-field model Nier (static approach based on a simplified balance sheet of assets and liabilities of the bank) which analyzed the prevalence of the process of bankruptcy of banks after the default of one of the banks in the banking system. The obtained results of research of stability of banking systems based on the Apollonian graphs indicate that the presence in the structure of banking systems modeling features such as modularity (i.e. clustering), and the heterogeneity of banks allows them to be most appropriate «isomorphic structure», characteristic for the majority of real social and biological complex adaptive systems.
How to Cite:
Karaev A.K., Melnichuk M.V., (2016), STABILITY OF THE BANKING SYSTEM WITH APOLLONIAN GRAPH STRUCTURE. Business in Law, 4 => 36-44.
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Keywords:
financial stability, financial contagion, the network approach, polonovski count.


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