Table 2 Summary of network measures influencing dynamic default contagion by sector
From: Assessing the risk of default propagation in interconnected sectoral financial networks
Sector | γ | \(I_{\mathrm{in}}\) | \(\mathcal{R}_{0}\) | \(S_{\mathrm{het}}^{\mathrm{rank}}\) | \(S_{\mathrm{hom}}^{\mathrm{rank}}\) |
|---|---|---|---|---|---|
Energy | 1.33 | 13.44 | 1.74 | 1 | 1 |
Financial institutions | 1.27 | 2.39 | 3.81 | 2 | 2 |
Basic materials | 1.58 | 41.07 | 2.89 | 3 | 5 |
Financial services | 1.36 | 1.66 | 2.22 | 4 | 3 |
Transportation | 1.44 | 16.27 | 2.33 | 5 | 4 |
Telecoms, technology & media | 1.44 | 16.99 | 2.68 | 6 | 6 |
Retailers | 1.54 | 28.18 | 2.70 | 7 | 8 |
Capital, goods & industrial services | 1.47 | 9.51 | 2.93 | 8 | 9 |
Utilities | 1.44 | 7.15 | 3.43 | 9 | 7 |
Autos, components & durable goods | 1.52 | 21.24 | 2.82 | 10 | 10 |
Retail | 1.58 | 29.80 | 2.73 | 11 | 11 |
Real estate | 1.40 | 1.86 | 4.74 | 12 | 12 |
Construction & infrastructure | 1.44 | 17.01 | 4.25 | 13 | 13 |
Consumer & health care | 1.55 | 32.06 | 4.10 | 14 | 14 |
Unknown | 1.59 | 5.16 | 3.69 | 15 | 15 |
Leisure | 1.35 | 7.71 | 7.56 | 16 | 16 |
Institutions | 1.54 | 5.65 | – | 17 | 17 |