我国信贷关系网络宏观拓扑特征及系统性信贷风险鉴别

发布时间：2018-04-01 08:28

本文选题：信贷关系网络　切入点：宏观拓扑特征　出处：《财贸经济》2014年11期

【摘要】：本文运用复杂网络技术,构建我国金融机构-企业信贷关系网络及其映射子网络。研究表明,我国金融机构-企业信贷关系网络存在典型的无标度网络特性。本文发现,在同一信贷关系网络中,同时存在异配性和"富者俱乐部"特征,使信贷关系网络的节点连结模式呈现出"核-边缘"格局,表明大型金融机构、大型企业主导了我国信贷资源,竞争优势明显,小型金融机构和中小企业竞争力较弱。通过最小生成树分析,揭示了信贷网络层级模块化特征,还发现各层级、簇集、子群的顶点是信贷风险管控的关键实体。本文提出了一种新的系统重要性节点鉴别指标——信贷风险指数,并建议对高风险指数实体采取差异化风险管控策略。本研究对政策引导,优化监管资源配置,增强我国信贷系统稳健性具有一定的参考意义。
[Abstract]:In this paper, the complex network technology is used to construct the credit relationship network between financial institutions and enterprises and its mapping subnetwork.The research shows that there are typical scale-free network characteristics in the credit relationship network between financial institutions and enterprises in China.In this paper, we find that in the same credit relationship network, there are heterogeneity and "rich club" at the same time, which makes the node linking mode of credit relationship network present a "core-edge" pattern, indicating that large financial institutions,Large enterprises dominate the credit resources of our country, the competitive advantage is obvious, small financial institutions and small and medium-sized enterprises are weak.Through the minimal spanning tree analysis, the modularization characteristics of credit network level are revealed, and the key entities of credit risk management are found to be the vertices of all levels, clusters and subgroups.In this paper, a new system-importance node discriminant index, credit risk index, is proposed, and a differentiated risk management strategy is proposed for the entities with high risk index.This study has some reference significance for policy guidance, optimizing the allocation of regulatory resources and enhancing the soundness of China's credit system.
【作者单位】：上海财经大学上海发展研究院;上海财经大学国际工商管理学院;
【分类号】：F832.4

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