Research Article

Systemic Risk Contagion in Reconstructed Financial Credit Network within Banking and Firm Sectors on DebtRank Based Model

Table 3

Parameters in eight types of scenarios for simulation analysis.

ScenariosDescriptionsValue

1Four scenarios are used to compare how the nodes’ different initial distress influences the risk contagion, , , and
2, , , and
3, , , and
4, , , and

5Two scenarios are used to compare how the different external shock rates influence risk contagion, , , and
6, , , and

7Two scenarios are used to compare how the different assets flow rates influence risk contagion, , , and
8, , , and

and represent the proportion of shocked agents and the liquidity flow rate, while and represent the number of shocked banks and firms.