基于多主体内生信贷网络的银企间风险传染研究

发布时间：2018-03-14 20:36

本文选题：多主体　切入点：风险传染　出处：《系统科学与数学》2017年08期 　论文类型：期刊论文

【摘要】：在全球经济一体化程度不断加深背景下,银企主体间的信贷关联网络极易成为外来冲击的传播渠道.为此,对基于信贷关联网络的银企主体间的风险传染进行研究具有重要意义.在研究过程中,引入银行主体、上游企业主体、下游企业主体,对各类主体行为及主体间的相互作用进行刻画,并基于主体间的相互作用,内生构建融合银行间信贷网络、企业间信贷网络、银企间信贷网络的复合网络,在此基础上对网络视角下的银企间风险传染进行研究.研究表明资产最大银行主体与入度最大银行主体的违约均可加剧银企间的风险传染,故而仅针对资产负债表的监管并不足够,亦应关注主体间关联网络的拓扑结构.
[Abstract]:In the context of the deepening of global economic integration, the credit connection network among the main bodies of banks and enterprises is easy to become a channel of dissemination of external shocks. It is of great significance to study the risk contagion among banks and enterprises based on credit related network. This paper depicts the behavior of all kinds of subjects and their interactions, and based on the interagent interaction, endogenously constructs the composite network of interbank credit network, inter-firm credit network and bank-enterprise credit network. On the basis of this, the paper studies the risk contagion between banks and enterprises from the perspective of network. The research shows that the default of the largest bank with the largest assets and the largest bank with the largest degree of entry can aggravate the risk contagion between banks and enterprises. Therefore, the regulation of balance sheet is not enough, and the topology of inter-agent network should be paid attention to.
【作者单位】：南京财经大学金融学院;东南大学经济管理学院;
【基金】：国家自然科学基金(71371051,71671037,71501094,71403116) 江苏省自然科学基金(BK20150961) 教育部人文社会科学研究一般项目(17YJC630128) 江苏省高等学校自然科学研究面上项目(17KJB120005) 江苏高校哲学社会科学研究基金项目(2017SJB0233)资助课题
【分类号】：F275;F830.5

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