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Ayoub El Haddaji, Karam Allali, Sanaa Harroudi, Evaluating contagion systemic risk with regulatory interventions by adaptive SEIR modelling

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DOI: 10.23952/asvao.8.2026.3.03
Volume 8, Issue 3, 1 December 2026, Pages 311-335

 

Abstract. In this paper, we highlight the important role of dynamic systems in modelling contagion risks within financial networks. We mainly focus on how systemic risk spreads under regulatory interventions, using the adaptive SEIR model to show stability locally and globally. Through our simulations, we aim to investigate more about these processes, which help guide decisions made by regulators and strengthen the financial system. We also explore, through optimal control strategies, the best ways to manage these risks. The results of this paper are designed to contribute to discussions about financial stability, stressing the need for rules that can be adjusted to effectively handle potential risks.

 

How to Cite this Article:
A. El Haddaji, K. Allali, S. Harroudi, Evaluating contagion systemic risk with regulatory interventions by adaptive SEIR modelling, Appl. Set-Valued Anal. Optim. 8 (2026), 311-335.