Network Entropy and Systemic Risk in Dynamic Banking Systems

Table 1

Benchmark parameters of the model.

Parameter	Description	Benchmark value	Range of variation
	Number of banks	100	Positive integer
	Range of values of initial assets
	Pareto distribution parameter	1.2	Positive number
	Initial proportion of investments	0.9
	Initial proportion of net worth	0.08
	Proportion of to	0.08
	Interest rate parameter	0.01	Positive number
	Scaling parameter for the level of deposit fluctuations	0.1	Positive number
	Probability of connection between any two nodes in random networks	0.3
	Number of nearest neighbors of a node in small-world networks	30	Positive integer
	Probability of randomly rewiring each edge of the lattice for small-world networks	0.01
	Initial number of nodes in scale-free networks	25	Positive integer
	Number of edges of a new node in scale-free networks	15	Positive integer