摘要翻译：
提出了一个简单的银行网络模型，该模型具有多个银行违约波的特征，并且在无限大的齐次网络的极限情况下是解析可解的。该模型是代表单个银行的节点集合；与每个节点相关联的是由资产和负债组成的资产负债表。初始节点失效是由施加在资产负债表资产端的外部相关冲击触发的。这些缺省值会导致所有节点的资产值进一步减少，从而产生额外的故障，以此类推。这种机制导致节点之间的间接交互，并导致默认值的级联。节点之间没有银行间的链接，因此没有直接的交互。由此得到的总（直接加系统）网损的概率分布可以看作是对著名的Vasicek分布的修正。
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英文标题：
《Systemic losses in banking networks: indirect interaction of nodes via
  asset prices》
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作者：
Igor Tsatskis (Financial Services Authority, London)
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最新提交年份：
2012
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
  A simple banking network model is proposed which features multiple waves of bank defaults and is analytically solvable in the limiting case of an infinitely large homogeneous network. The model is a collection of nodes representing individual banks; associated with each node is a balance sheet consisting of assets and liabilities. Initial node failures are triggered by external correlated shocks applied to the asset sides of the balance sheets. These defaults lead to further reductions in asset values of all nodes which in turn produce additional failures, and so on. This mechanism induces indirect interactions between the nodes and leads to a cascade of defaults. There are no interbank links, and therefore no direct interactions, between the nodes. The resulting probability distribution for the total (direct plus systemic) network loss can be viewed as a modification of the well-known Vasicek distribution.
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PDF链接：
https://arxiv.org/pdf/1203.6778