{"id":"https://openalex.org/W4388721492","doi":"https://doi.org/10.1155/2023/5628621","title":"Mathematical Modeling and Stability Analysis of Systemic Risk in the Banking Ecosystem","display_name":"Mathematical Modeling and Stability Analysis of Systemic Risk in the Banking Ecosystem","publication_year":2023,"publication_date":"2023-11-16","ids":{"openalex":"https://openalex.org/W4388721492","doi":"https://doi.org/10.1155/2023/5628621"},"language":"en","primary_location":{"id":"doi:10.1155/2023/5628621","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2023/5628621","pdf_url":"https://downloads.hindawi.com/journals/jam/2023/5628621.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/jam/2023/5628621.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5092991076","display_name":"Ir\u00e8ne Irakoze","orcid":null},"institutions":[{"id":"https://openalex.org/I208899625","display_name":"Universit\u00e9 du Burundi","ror":"https://ror.org/003vfy751","country_code":"BI","type":"education","lineage":["https://openalex.org/I208899625"]}],"countries":["BI"],"is_corresponding":false,"raw_author_name":"Ir\u00e8ne Irakoze","raw_affiliation_strings":["Doctoral School of the University of Burundi, Burundi","Institute of Applied Statistics, University of Burundi, Burundi"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Doctoral School of the University of Burundi, Burundi","institution_ids":["https://openalex.org/I208899625"]},{"raw_affiliation_string":"Institute of Applied Statistics, University of Burundi, Burundi","institution_ids":["https://openalex.org/I208899625"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5031733354","display_name":"Fulgence Nahayo","orcid":"https://orcid.org/0000-0002-6540-7851"},"institutions":[{"id":"https://openalex.org/I208899625","display_name":"Universit\u00e9 du Burundi","ror":"https://ror.org/003vfy751","country_code":"BI","type":"education","lineage":["https://openalex.org/I208899625"]}],"countries":["BI"],"is_corresponding":false,"raw_author_name":"Fulgence Nahayo","raw_affiliation_strings":["Institute of Applied Statistics, University of Burundi, Burundi"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Applied Statistics, University of Burundi, Burundi","institution_ids":["https://openalex.org/I208899625"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090996672","display_name":"Dennis Ikpe","orcid":null},"institutions":[{"id":"https://openalex.org/I139787848","display_name":"Capital University","ror":"https://ror.org/00jy9e726","country_code":"US","type":"education","lineage":["https://openalex.org/I139787848"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Dennis Ikpe","raw_affiliation_strings":["Guarantor Capital LLC, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Guarantor Capital LLC, USA","institution_ids":["https://openalex.org/I139787848"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5064002552","display_name":"Samuel Asante Gyamerah","orcid":"https://orcid.org/0000-0003-2164-2339"},"institutions":[{"id":"https://openalex.org/I28046988","display_name":"Kwame Nkrumah University of Science and Technology","ror":"https://ror.org/00cb23x68","country_code":"GH","type":"education","lineage":["https://openalex.org/I28046988"]}],"countries":["GH"],"is_corresponding":true,"raw_author_name":"Samuel Asante Gyamerah","raw_affiliation_strings":["Department of Statistics and Actuarial Science, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana"],"raw_orcid":"https://orcid.org/0000-0003-2164-2339","affiliations":[{"raw_affiliation_string":"Department of Statistics and Actuarial Science, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana","institution_ids":["https://openalex.org/I28046988"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5033321277","display_name":"Fr\u00e9d\u00e9ri Viens","orcid":"https://orcid.org/0000-0001-9162-8212"},"institutions":[{"id":"https://openalex.org/I74775410","display_name":"Rice University","ror":"https://ror.org/008zs3103","country_code":"US","type":"education","lineage":["https://openalex.org/I74775410"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Frederi Viens","raw_affiliation_strings":["Department of Statistics, Rice University, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Rice University, USA","institution_ids":["https://openalex.org/I74775410"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5064002552"],"corresponding_institution_ids":["https://openalex.org/I28046988"],"apc_list":{"value":1025,"currency":"USD","value_usd":1025},"apc_paid":{"value":1025,"currency":"USD","value_usd":1025},"fwci":1.4129,"has_fulltext":true,"cited_by_count":5,"citation_normalized_percentile":{"value":0.83071579,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"2023","issue":null,"first_page":"1","last_page":"10"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9825999736785889,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11365","display_name":"Islamic Finance and Banking Studies","score":0.98089998960495,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/systemic-risk","display_name":"Systemic risk","score":0.8996076583862305},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.6653994917869568},{"id":"https://openalex.org/keywords/homogeneous","display_name":"Homogeneous","score":0.558119535446167},{"id":"https://openalex.org/keywords/financial-stability","display_name":"Financial stability","score":0.5199955105781555},{"id":"https://openalex.org/keywords/equilibrium-point","display_name":"Equilibrium point","score":0.4837115406990051},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.44134098291397095},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4249679446220398},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3823837637901306},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.3691529631614685},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.2941153645515442},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2718174457550049},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.2673792243003845},{"id":"https://openalex.org/keywords/financial-system","display_name":"Financial system","score":0.21019434928894043},{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.20425507426261902},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.13489294052124023},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.0864519476890564},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.07190719246864319}],"concepts":[{"id":"https://openalex.org/C144587487","wikidata":"https://www.wikidata.org/wiki/Q1369234","display_name":"Systemic risk","level":3,"score":0.8996076583862305},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.6653994917869568},{"id":"https://openalex.org/C66882249","wikidata":"https://www.wikidata.org/wiki/Q169336","display_name":"Homogeneous","level":2,"score":0.558119535446167},{"id":"https://openalex.org/C2992337254","wikidata":"https://www.wikidata.org/wiki/Q31275820","display_name":"Financial stability","level":2,"score":0.5199955105781555},{"id":"https://openalex.org/C94766913","wikidata":"https://www.wikidata.org/wiki/Q1530271","display_name":"Equilibrium point","level":3,"score":0.4837115406990051},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.44134098291397095},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4249679446220398},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3823837637901306},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.3691529631614685},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.2941153645515442},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2718174457550049},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.2673792243003845},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.21019434928894043},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.20425507426261902},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.13489294052124023},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0864519476890564},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.07190719246864319},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1155/2023/5628621","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2023/5628621","pdf_url":"https://downloads.hindawi.com/journals/jam/2023/5628621.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:hin:jnljam:5628621","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/jam/2023/5628621.xml","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:8a5d9bd609fd48b9852a26e9787c069b","is_oa":true,"landing_page_url":"https://doaj.org/article/8a5d9bd609fd48b9852a26e9787c069b","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Applied Mathematics, Vol 2023 (2023)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2023/5628621","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2023/5628621","pdf_url":"https://downloads.hindawi.com/journals/jam/2023/5628621.pdf","source":{"id":"https://openalex.org/S190082376","display_name":"Journal of Applied Mathematics","issn_l":"1110-757X","issn":["1110-757X","1687-0042"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4388721492.pdf"},"referenced_works_count":12,"referenced_works":["https://openalex.org/W1511690368","https://openalex.org/W1514672492","https://openalex.org/W1571438983","https://openalex.org/W2018015193","https://openalex.org/W2109705085","https://openalex.org/W2293914245","https://openalex.org/W2896111000","https://openalex.org/W3007823175","https://openalex.org/W3081119821","https://openalex.org/W3197019733","https://openalex.org/W4301621763","https://openalex.org/W4387377580"],"related_works":["https://openalex.org/W613889982","https://openalex.org/W2347071282","https://openalex.org/W2892044735","https://openalex.org/W4301357666","https://openalex.org/W348488691","https://openalex.org/W3122655961","https://openalex.org/W2147858351","https://openalex.org/W2410283908","https://openalex.org/W4247588658","https://openalex.org/W3109989318"],"abstract_inverted_index":{"This":[0],"paper":[1],"investigates":[2],"the":[3,69,75,81,90,109],"dynamics":[4,70],"of":[5,42,71,83,95],"systemic":[6,72,96],"risk":[7,98,104],"in":[8,108],"banking":[9,110],"networks":[10],"by":[11,37],"analyzing":[12],"equilibrium":[13,33,59],"points":[14,34,60],"and":[15,29,47,51,99,106],"stability":[16,53],"conditions.":[17,88],"The":[18,32],"focus":[19],"is":[20],"on":[21],"a":[22,39],"model":[23,91],"that":[24],"incorporates":[25],"interactions":[26],"among":[27],"distressed":[28,84],"undistressed":[30],"banks.":[31],"are":[35,61],"determined":[36],"solving":[38],"reduced":[40],"system":[41],"equations,":[43],"considering":[44],"both":[45],"homogeneous":[46],"heterogeneous":[48],"scenarios.":[49],"Local":[50],"global":[52],"analyses":[54],"reveal":[55],"conditions":[56],"under":[57,86],"which":[58],"stable":[62],"or":[63],"unstable.":[64],"Numerical":[65],"simulations":[66],"further":[67],"illustrate":[68],"risk,":[73],"while":[74],"theoretical":[76],"findings":[77],"offer":[78],"insights":[79,102],"into":[80],"behavior":[82],"banks":[85],"varying":[87],"Overall,":[89],"enhances":[92],"our":[93],"understanding":[94],"financial":[97],"offers":[100],"valuable":[101],"for":[103],"management":[105],"policymaking":[107],"sector.":[111]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1}],"updated_date":"2026-05-06T08:25:59.206177","created_date":"2025-10-10T00:00:00"}
