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mtorella/SystemicRisk_and_PropagationFinancialDistress

Systemic Risk and the Propagation of Financial Distress: A Network-Based Analysis of Traditional and FinTech Ecosystems

Thesis code

This repository contains the Python code developed for my Bachelor’s thesis in Management and Computer Science (LUISS University).
The project studies systemic financial risk using an SIIS contagion model applied to three different network structures:

  • Traditional financial network
  • FinTech network
  • Joint (Traditional + FinTech) network
    Each network has its own script and parameter configuration.

What the code does:

  • Builds synthetic financial networks (Traditional, FinTech, Joint)
  • Simulates contagion using the SIIS model
  • Supports different policy scenarios (baseline, risk-aware rewiring, TBTF saving)
  • Generates outputs such as time-series data, failure counts, and network statistics

Languages

Jupyter Notebook100.0%

Contributors

Created October 15, 2024
Updated November 6, 2025