Research Article
A Network Model of Credit Risk Contagion
Table 1
Sensitivity analysis of the effect scale on credit risk contagion.
| Behavior
| The effect scale of credit risk contagion | | | WS network | Exponential network | BA network | Factors | Variables | | | | | | | | | |
| | 0.1 | 0.0253 | 0.0348 | 0.0457 | 0.0207 | 0.0298 | 0.0401 | 0.0186 | 0.0271 | 0.0369 | | 0.5 | 0.0923 | 0.1378 | 0.1839 | 0.0857 | 0.1252 | 0.1713 | 0.0614 | 0.1006 | 0.1435 | | 0.8 | 0.1012 | 0.1429 | 0.1891 | 0.0902 | 0.1287 | 0.1749 | 0.0798 | 0.1098 | 0.1581 | | 1 | 0.1286 | 0.1901 | 0.2714 | 0.1269 | 0.1782 | 0.2534 | 0.0964 | 0.1473 | 0.2193 | | 5 | 0.1709 | 0.2635 | 0.3927 | 0.1439 | 0.2301 | 0.3427 | 0.1293 | 0.2167 | 0.3286 | | 10 | 0.2216 | 0.3164 | 0.4279 | 0.1825 | 0.2742 | 0.3841 | 0.1587 | 0.2573 | 0.3654 |
| | 1 | 0.2216 | 0.3164 | 0.4279 | 0.1825 | 0.2742 | 0.3741 | 0.1587 | 0.2573 | 0.3654 | | 5 | 0.2023 | 0.2892 | 0.4018 | 0.1527 | 0.2374 | 0.3486 | 0.1279 | 0.2289 | 0.3376 | | 10 | 0.1892 | 0.2594 | 0.3742 | 0.1203 | 0.2081 | 0.3149 | 0.0937 | 0.1989 | 0.3096 | | 15 | 0.1687 | 0.2281 | 0.3563 | 0.1076 | 0.1769 | 0.2843 | 0.0824 | 0.1671 | 0.2789 | | 20 | 0.1434 | 0.2074 | 0.3287 | 0.0947 | 0.1476 | 0.2571 | 0.0697 | 0.1294 | 0.2491 |
| | 0.1 | 0.2023 | 0.2892 | 0.4018 | 0.1527 | 0.2374 | 0.3486 | 0.1279 | 0.2289 | 0.3376 | | 0.5 | 0.2217 | 0.3044 | 0.4179 | 0.1639 | 0.2509 | 0.3627 | 0.1387 | 0.2432 | 0.3601 | | 1 | 0.2308 | 0.3203 | 0.4351 | 0.1766 | 0.2658 | 0.3767 | 0.1496 | 0.2594 | 0.3761 | | 2 | 0.2481 | 0.3389 | 0.4527 | 0.1907 | 0.2831 | 0.3923 | 0.1621 | 0.2763 | 0.3943 | | 5 | 0.2643 | 0.3576 | 0.4876 | 0.2174 | 0.3017 | 0.4129 | 0.1889 | 0.2944 | 0.4037 |
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