Ευσταθή οικονομικά δίκτυα. Μία στρατηγική θεώρηση
KeywordsΣυνεργατικά παίγνια ; Ισορροπία Nash ; Πληροφόρηση ; Φθορά πληροφόρησης ; Οικονομικά δίκτυα ; Χρηματοοικονομική μετάδοση ; Αναμενόμενη απώλεια ; Χρηματοπιστωτική ευαισθησία ; Σταθερότητα ; Αποτελεσματικότητα
The main issues that this diploma thesis deals with, are games based on the existence or not of cooperation among the players, as well as the creation of networks. In games of no full-cooperation, we will notice that a balance-solution emerges which maximizes the benefit of all players. This equilibrium solution has been named after the Nobel prize-winning economist and mathematician John Forbes Nash. Great emphasis will be given on developing various models of economic networks and controlling their effectiveness and stability. We will examine whether they can coexist or in some cases one cancels the other. In addition, various structures of economic networks will be analyzed based on whether the decay in networks exists or not and consequently the main features of each structure will be presented. Regarding to financial networks, we will study the way in which financial contagion takes place according to the magnitude of shocks and the structure of networks and the role of integration and diversification. Finally, an exercise will be presented, in which the calculation of a financial fragility index will examine the expected loss of network due to deterioration of value’s assets and its impact on the stability of the network.