Modeling and Mathematical Analysis of Liquidity Risk Contagion in the Banking System Using an Optimal Control Approach

Modeling and Mathematical Analysis of Liquidity Risk Contagion in the Banking System Using an Optimal Control Approach

The study of contagion dynamics is a well-established domain within epidemiology, where the spread of infectious diseases is modeled and analyzed. In recent years, similar methodologies have been applied to the financial sector to understand and predict the propagation of risks within banking system...

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Bibliographic Details
Main Authors: Said Fahim, Hamza Mourad, Mohamed Lahby
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:AppliedMath
Subjects:
mathematical analysis
liquidity risk
epidemic
optimal control
dynamic contagion model
banking system
Online Access:https://www.mdpi.com/2673-9909/5/1/20
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