Bilateral risk in savings and loan holding companies: an econophysics framework for analyzing network resilience
Applied Economics,
Journal Year:
2025,
Volume and Issue:
unknown, P. 1 - 17
Published: Feb. 6, 2025
Using
an
econophysics
framework,
this
study
applies
actor-network
theory
to
analyse
bilateral
risk
in
Savings
and
Loan
Holding
Companies
(SLHCs).
We
construct
intercompany
funding
exposure
networks
using
assets
liabilities
data
by
utilizing
a
maximum
entropy
model
on
the
annual
balance
sheets
of
147
US
SLHCs
from
2013
2023.
Two
algorithms
are
employed
extract
core-periphery
network
features,
which
allow
us
assess
optimal
linkages
disruptions
external
shocks.
Our
findings
show
that
shocks
lead
shrinkage,
thus
increasing
vulnerability
contagion.
Furthermore,
negative
degree
assortativity
values
indicate
tendency
for
small
connect
with
large
preferentially
rather
than
other
ones.
Simulating
removal
core
nodes
structure
weighted
graphs
reveals
direct
interconnections
between
primary
drivers
systemic
risk.
In
contrast
commercial
bank
systems,
display
similar
connectivity
patterns,
likely
due
their
limited
branch
narrower
business
focus.
This
expands
previous
research
evaluate
robustness
resilience
SLHC
incorporating
additional
providing
more
comprehensive
understanding
SLHCs'
dynamics.
Language: Английский
A double-edged sword: diverse interactions in hypergraphs
New Journal of Physics,
Journal Year:
2024,
Volume and Issue:
26(9), P. 093021 - 093021
Published: Sept. 1, 2024
Abstract
Interaction
diversity
and
interaction
identity,
as
two
classic
patterns
in
real-world
systems,
are
frequently
employed
to
probe
into
the
cooperative
dilemmas
among
participants
with
diverse
identities
within
groups.
Considering
influence
of
factors
such
hyperlink
configurations
on
evolution
cooperation
complex
networks,
this
study
particularly
focuses
organic
integration
hypergraphs
modes.
Employing
public
goods
game
model
uniformly
stochastic
hypergraphs,
we
explore
effects
synergy
interacting
individuals
rate
strategy
consistency
hyperlinks.
We
emphasize
that
a
double-edged
sword,
controlled
number
is
conducive
cooperation.
The
findings
reveal
significance
these
typical
provide
valuable
insights
for
coordinating
them
achieve
social
optimality
Language: Английский