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Simple Interbank Network Simulator
# This contains the actual implementation of a simple systemic risk modeller.
# It is essentially a network based computational model of systemic risk.
__author__="stuart"
__date__ ="$22 Jan 2014 9:19:08 PM$"
import csv
import random
from GraphDataStructure import Graph
from GraphDataStructure import Node
import math
class Bank(Node):
assets = 0
deposits = 0
totalShock = 0
def __init__(self, n, a, d):
Node.__init__(self, n)
self.assets = a
self.deposits = d
self.totalShock = 0
return
def getShock(self, shock):
if shock >= 0.025:
networkEffect = len(self.neighbours) + 1
self.totalShock = self.totalShock + shock / networkEffect
for neighbour in self.neighbours:
neighbour.getShock(shock / networkEffect)
return
else:
self.totalShock = self.totalShock + shock
class InterbankNetwork(Graph):
numLinks = 0
def __init__(self, banks):
Graph.__init__(self, banks)
def constructNetwork(self):
numBanks = len(self.Nodes)
self.numLinks = int(numBanks + random.random() * (numBanks * numBanks))
for i in range(self.numLinks):
x = int(random.random() * numBanks)
y = int(random.random() * numBanks)
if x == y:
y = y - 1
self.addTwoWayLink(self.Nodes[x].name, self.Nodes[y].name)
return
def printNetwork(self):
for bank in self.Nodes:
bank.printNeighbours()
def analyzeNetwork(self):
totalShocked = 1
maxShock = 0.0
minShock = 1.0
for bank in self.Nodes:
if bank.totalShock > 0.0:
totalShocked = totalShocked + 1
if bank.totalShock > maxShock:
maxShock = bank.totalShock
if bank.totalShock < minShock:
minShock = bank.totalShock
return Result(self.numLinks, totalShocked, maxShock, minShock)
def startShock(self, impacts):
numBanks = len(self.Nodes)
for i in range(impacts):
x = int(random.random() * numBanks)
self.Nodes[x].getShock(1.0)
def resetNetwork(self):
for bank in self.Nodes:
bank.totalShock = 0.0
bank.neighbours = []
class Result:
numLinks = 0
totalShocked = 1
maxShock = 0.0
minShock = 1.0
def __init__(self, nl, ts, max, min):
self.numLinks = nl
self.totalShocked = ts
self.maxShock = max
self.minShock = min
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