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In this paper, we introduce an entropy spatial model of credit risk contagion in the credit risk transfer (CRT) market that considers the effects of spatial, industry-specific, regional financial and individual factors of the CRT market on credit risk contagion. We use numerical simulation to describe the influence and active mechanism of the spatial distance and transmission capacity between banks...
In this article, we build a nonlinear dynamics model of credit risk contagion in CRT market based on the connections of the complex relationship network between participants in CRT market only include Newman-Watts length scale connection and long distance connection, and study its dynamic behaviors. We find that, firstly, the increase of the effective rate of credit risk contagion can make the status...
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