@inproceedings{1df63789b4f44179a2f6fafa4874b960,
title = "Application of SIR Model on Bank Risk Contagion",
abstract = "SIR model has been widely used in epidemiology and started to be used in various fields. This paper analyzes the risk contagion in banking system using a variation of SIR model. The differential equations based on the constructed model represent the dynamics of the risk contagion. The disease-free equilibrium and basic reproduction number, , is calculated in order to further analyze the model. The results show that the bank risk contagion needs to be considered both partially and systemically.",
keywords = "Bank risk, Risk contagion, SIR model, Systemic risk",
author = "Xinxin Zhang",
year = "2022",
month = jun,
day = "10",
doi = "10.1145/3545922.3545940",
language = "English",
series = "ACM International Conference Proceeding Series",
publisher = "Association for Computing Machinery",
pages = "112--116",
booktitle = "Proceedings of the 8th International Conference on e-Society, e-Learning and e-Technologies, ICSLT 2022",
address = "USA United States",
note = "8th International Conference on e-Society, e-Learning and e-Technologies, ICSLT 2022 ; Conference date: 10-06-2022 Through 12-06-2022",
}