Research question

How does the failure of a single bank propagate systemic risk, and how large is the contagion effect for an emerging market like Vietnam?

Methodology

We built bank-health indicators using the Z-Score and Duration-Gap models from balance-sheet data, then modeled contagion dynamics (dI/dt = β·(S/N)·I) and estimated a contagion coefficient β = 0.32 for the Vietnamese market.

Findings

The model highlights how a small trigger can cascade, and proposes a three-layer early-warning and stress-test framework. It is a student research project, not a peer-reviewed publication.