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Results_failures.m
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Results_failures.m
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function [] = Results_failures(fig_output,simtype,n_banks,T_sim,...
FailCount,cum_Fails,capitalshortfall,N_vec,M_vec,numedges,density,avdegree,mu_A,mu_B,shocktime,FRFAtime)
if strcmp(simtype,'baseline')
fig_output_F = strcat(fig_output,'Results/baseline/failures/');
elseif strcmp(simtype,'crisis')
fig_output_F = strcat(fig_output,'Results/crisis/failures/');
end
% FailCount_av = FailCount(1,:); FailCount_min = FailCount(2,:); FailCount_max = FailCount(3,:);
% cum_Fails_av = cum_Fails(1,:); cum_Fails_min = cum_Fails(2,:); cum_Fails_max = cum_Fails(3,:);
%
% capitalshortfall_av = capitalshortfall(1,:); capitalshortfal_min = capitalshortfall(2,:); capitalshortfal_max = capitalshortfall(3,:);
%
% N_av = N_vec(1,:); N_min = N_vec(2,:); N_max = N_vec(3,:);
% M_av = M_vec(1,:); M_min = M_vec(2,:); M_max = M_vec(3,:);
%
% numedges_av = numedges(1,:); numedges_min = numedges(2,:); numedges_max = numedges(3,:);
% density_av = density(1,:); density_min = density(2,:); density_max = density(3,:);
% avdegree_av = avdegree(1,:); avdegree_min = avdegree(2,:); avdegree_max = avdegree(3,:);
%
% mu_A_av = mu_A(1,:); mu_A_min = mu_A(2,:); mu_A_max = mu_A(3,:);
% mu_B_av = mu_B(1,:); mu_B_min = mu_B(2,:); mu_B_max = mu_B(3,:);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Cumulative number of failures over simulation
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
figure
subplot(1,2,1)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),n_banks],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(cum_Fails(1,:,1),'Color','r','LineWidth',1.1);
hold on
h2 = plot(cum_Fails(1,:,2),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
xlabel('Iteration step','Interpreter','latex')
grid on;
title('(a) Cumulative failures','Interpreter','latex')
if strcmp(simtype,'baseline')
legend([h1 h2],{'CB refinancing OFF','CB refinancing ON'},...
'Location','northwest','FontSize',8,'Interpreter','latex')
elseif strcmp(simtype,'crisis')
legend([h1 h2],{'FRFA OFF','FRFA ON'},...
'Location','northwest','FontSize',8,'Interpreter','latex')
end
%----------------------------------------------------------------------------------------------------------
subplot(1,2,2)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),n_banks],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(cumsum(capitalshortfall(1,:,1)),'Color','r','LineWidth',1.1);
hold on
h2 = plot(cumsum(capitalshortfall(1,:,2)),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
title(' (b) Cumulative capital shortfall','Interpreter','latex')
%if strcmp(simtype,'baseline')
%legend([h1 h2],{'CB refinancing OFF','CB refinancing ON'},'Location','best','FontSize',8,'Interpreter','latex')
%elseif strcmp(simtype,'crisis')
%legend([h1 h2],{'FRFA OFF','FRFA ON'},'Location','best','FontSize',8,'Interpreter','latex')
%end
set(gcf,'renderer','painters');
%set(gcf,'Units','Inches');
%pos = get(gcf,'Position');
%set(gcf,'PaperPositionMode','Auto','PaperUnits','centimeters','PaperSize',[pos(3),pos(4)])
set(gcf,'Units', 'Centimeters', 'Position', [0, 0, 18, 8],'PaperUnits','Centimeters','PaperSize',[18,8])
print(gcf,'-dpdf',strcat(fig_output_F,'failures+CS','.pdf'));
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Graphing changing network structure due to ABM
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%-----------------------------------------------------
% Interbank exposure network
%-----------------------------------------------------
figure
subplot(1,3,1)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),800],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(numedges(1,:,1),'Color','r','LineWidth',1.1);
hold on
h2 = plot(numedges(1,:,2),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
title('Number of edges','Interpreter','latex')
if strcmp(simtype,'baseline')
legend([h1 h2],{'CB refinancing OFF','CB refinancing ON'},...
'Location','southwest','FontSize',6,'Interpreter','latex')
elseif strcmp(simtype,'crisis')
legend([h1 h2],{'FRFA OFF','FRFA ON'},...
'Location','southwest','FontSize',6,'Interpreter','latex')
end
xlabel('Iteration step','Interpreter','latex')
%----------------------------------------------------------------------------------------------------------
subplot(1,3,2)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),0.3],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(density(1,:,1),'Color','r','LineWidth',1.1);
hold on
h2 = plot(density(1,:,2),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
title('Network density','Interpreter','latex')
%if strcmp(simtype,'baseline')
%legend([h1 h2],{'CB refinancing OFF','CB refinancing ON'},'Location','best','FontSize',8,'Interpreter','latex')
%elseif strcmp(simtype,'crisis')
%legend([h1 h2],{'FRFA OFF','FRFA ON'},'Location','best','FontSize',8,'Interpreter','latex')
%end
%----------------------------------------------------------------------------------------------------------
subplot(1,3,3)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),15],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(avdegree(1,:,1),'Color','r','LineWidth',1.1);
hold on
h2 = plot(avdegree(1,:,2),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
title('Average degree','Interpreter','latex')
%if strcmp(simtype,'baseline')
% legend([h1 h2],{'CB refinancing OFF','CB refinancing ON'},'Location','best','FontSize',8,'Interpreter','latex')
%elseif strcmp(simtype,'crisis')
%legend([h1 h2],{'FRFA OFF','FRFA ON'},'Location','best','FontSize',8,'Interpreter','latex')
%end
xlabel('Iteration step','Interpreter','latex')
%----------------------------------------------------------------------------------------------------------
set(gcf,'renderer','painters');
%set(gcf,'Units','Inches');
%pos = get(gcf,'Position');
%set(gcf,'PaperPositionMode','Auto','PaperUnits','centimeters','PaperSize',[pos(3),pos(4)])
set(gcf,'Units', 'Centimeters', 'Position', [0, 0, 18, 8],'PaperUnits','Centimeters','PaperSize',[18,8])
print(gcf,'-dpdf',strcat(fig_output_F,'IBnetwork','.pdf'));
%-----------------------------------------------------
% Overlapping portfolio network
%-----------------------------------------------------
figure
subplot(1,3,1)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),12],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(mu_A(1,:,1),'Color','r','LineWidth',1.1);
hold on
h2 = plot(mu_A(1,:,2),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
title('$\mu_{A}$','Interpreter','latex')
if strcmp(simtype,'baseline')
legend([h1 h2],{'CB refinancing OFF','CB refinancing ON'},'Location','best','FontSize',6,'Interpreter','latex')
elseif strcmp(simtype,'crisis')
legend([h1 h2],{'FRFA OFF','FRFA ON'},'Location','best','FontSize',6,'Interpreter','latex')
end
xlabel('Iteration step','Interpreter','latex')
%----------------------------------------------------------------------------------------------------------
subplot(1,3,2)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),14],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on;
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(mu_B(1,:,1),'Color','r','LineWidth',1.1);
hold on
h2 = plot(mu_B(1,:,2),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
title('$\mu_{B}$','Interpreter','latex')
%if strcmp(simtype,'baseline')
%legend([h1 h2],{'CB refinancing OFF','CB refinancing ON'},'Location','best','FontSize',8,'Interpreter','latex')
%elseif strcmp(simtype,'crisis')
%legend([h1 h2],{'FRFA OFF','FRFA ON'},'Location','best','FontSize',8,'Interpreter','latex')
%end
%----------------------------------------------------------------------------------------------------------
subplot(1,3,3)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),1],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(N_vec(1,:,1)./M_vec(1,:,1),'Color','r','LineWidth',1.1);
hold on
h2 = plot(N_vec(1,:,2)./M_vec(1,:,2),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
title('$N/M$','Interpreter','latex')
%if strcmp(simtype,'baseline')
%legend([h1 h2],{'CB refinancing OFF','CB refinancing ON'},'Location','best','FontSize',8,'Interpreter','latex')
%elseif strcmp(simtype,'crisis')
%legend([h1 h2],{'FRFA OFF','FRFA ON'},'Location','best','FontSize',8,'Interpreter','latex')
%end
%----------------------------------------------------------------------------------------------------------
set(gcf,'renderer','painters');
%set(gcf,'Units','Inches');
%pos = get(gcf,'Position');
%set(gcf,'PaperPositionMode','Auto','PaperUnits','centimeters','PaperSize',[pos(3),pos(4)])
set(gcf,'Units', 'Centimeters', 'Position', [0, 0, 18, 8],'PaperUnits','Centimeters','PaperSize',[18,8])
print(gcf,'-dpdf',strcat(fig_output_F,'OPnetwork','.pdf'));
%-----------------------------------------------------
% Active banks/assets over simulation
%-----------------------------------------------------
figure
subplot(1,2,1)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),n_banks],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
%plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
%hold on;
end
h1 = plot(N_vec(1,:,1),'Color','r','LineWidth',1.1);
hold on;
h2 = plot(M_vec(1,:,1),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
if strcmp(simtype,'baseline')
title('(a) CB refinancing OFF','Interpreter','latex')
elseif strcmp(simtype,'crisis')
title('(a) FRFA OFF','Interpreter','latex')
end
legend([h1 h2],{'\# of active banks','\# of active assets'},'Location','best','FontSize',8,'Interpreter','latex')
xlabel('Iteration step','Interpreter','latex')
%----------------------------------------------------------------------------------------------------------
subplot(1,2,2)
if strcmp(simtype,'crisis')
rectangle('Position',[shocktime(1),0,shocktime(end)-shocktime(1),n_banks],...
'FaceColor',[0.8 0.8 0.8],'EdgeColor',[0.8 0.8 0.8]);
hold on
plot([FRFAtime(1), FRFAtime(1)],get(gca,'ylim'),'--k','LineWidth',2);
hold on;
end
h1 = plot(N_vec(1,:,2),'Color','r','LineWidth',1.1);
hold on;
h2 = plot(M_vec(1,:,2),'Color','b','LineWidth',1.1);
xlim([0 T_sim]);
grid on;
if strcmp(simtype,'baseline')
title('(a) CB refinancing ON','Interpreter','latex')
elseif strcmp(simtype,'crisis')
title('(a) FRFA ON','Interpreter','latex')
end
%legend([h1 h2],{'\# of active banks','\# of active assets'},'Location','best','FontSize',8,'Interpreter','latex')
xlabel('Iteration step','Interpreter','latex')
%----------------------------------------------------------------------------------------------------------
set(gcf,'renderer','painters');
%set(gcf,'Units','Inches');
%pos = get(gcf,'Position');
%set(gcf,'PaperPositionMode','Auto','PaperUnits','centimeters','PaperSize',[pos(3),pos(4)])
set(gcf,'Units', 'Centimeters', 'Position', [0, 0, 18, 8],'PaperUnits','Centimeters','PaperSize',[18,8])
print(gcf,'-dpdf',strcat(fig_output_F,'ActiveBanks+Assets','.pdf'));
end