A depositors'pessimism contagion model affected by external cause

作者：Chen, Jianxin; Li, Yifan

来源：Information Technology Journal, 2013, 12(23): 7766-7769.

DOI：10.3923/itj.2013.7766.7769

• Bank runs
• Critical condition
• External cause
• Internal factors
• System Dynamics
• Unstable equilibriums

In this study, based on transformation of the attitude between two kinds of depositors we built up the contagion model. Then equilibrium solves and unstable equilibrium solves of the model are discussed on the perspective of system dynamics stable. The critical conditions of pessimism contagion are obtained which were caused by withdraw in advance of depositors. Internal factors were also obtained for bank that was in a crisis caused by liquidity. It is significant to block and postpone the early withdrawal of depositors. At the same time, it can provide theoretical support for us to prevent the banks from the banking crisis and simultaneously it also can keep the bank system stable.

• 出版日期2013
• 单位华南理工大学