Abstract In the literature on financial contagion, the possibility to deal only with imprecise information about the overall interbank exposures and the implications in the analysis of the stability of the financial system seem to be a relevant problem. In particular, previous literature has shown that fuzzy data arise naturally in this framework and turn to be tractable from the computational point of view. The present paper generalizes the well known fictitious default algorithm to the fuzzy setting, providing an existence result for the corresponding fuzzy fixed points, the convergence of the algorithm to fixed points, an implementation of the algorithm in MATLAB and numerical simulations.

中文翻译：

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模糊金融网络中的虚拟违约算法

摘要 在关于金融传染的文献中，可能只处理关于整体银行间风险敞口的不精确信息以及对金融体系稳定性分析的影响似乎是一个相关问题。特别是，先前的文献表明，模糊数据在这个框架中自然产生，并且从计算的角度来看变得易于处理。本文将众所周知的虚拟默认算法推广到模糊设置，提供了相应模糊不动点的存在结果，算法对不动点的收敛性，该算法在MATLAB中的实现和数值模拟。