基于商业银行复杂资金网络富节点同配性及弱连接强度机制研究

发布时间：2018-02-21 06:36

本文关键词： 复杂资金网络富节点弱连接结构方程模型　出处：《中国海洋大学》2014年硕士论文　论文类型：学位论文

【摘要】：由于商业银行的作用是非常广泛的，因此它会对整个社会的经济活动产生十分明显的影响。由此可见，商业银行对整个金融系统甚至在国民经济中依然居有特别而显著的地位。银行体系作为金融系统的核心,对银行的研究也至关重要。随着经济的发展和自身发展以及提高竞争力的需要，商业银行不仅经营传统的存贷款业务，也开始转向新的、非传统业务作为维护其金融中介地位、获得更高收益的一种方式。这也导致银行与其他金融机构之间有着错综复杂的联系，同时意味着银行与其他金融机构和非金融机构之间的资金网络非常复杂，导致各种不确定因素增加。不确定因素的增加意味着风险的不确定性。国内外对商业银行风险的分析大多集中在如何识别、控制系统性风险、信用风险甚至是操作风险，研究主体单一。或者是商业银行风险的传染路径问题，分析风险传染的范围，传播时间、速度或者是影响因素的问题。近几年，逐渐开始通过复杂网络的方法来对银行进行研究。商业银行与其他金融公司的资金往来构成一个庞大复杂的网络。可以利用复杂网络来分析。本篇论文依托复杂网络对商业银行涉及的资金网络中的所有金融机构为考虑因素，来分析这个复杂资金网络的性质以及影响商业银行稳定性的不明确的因素。本文以复杂网络的理论及应用为基础，将复杂资金网络应用到商业银行日常经营中，通过建立包括商业银行以及其他相互之间有资金往来的金融企业内外部节点的资金网络，引入复杂网络中富节点的同配性和弱连接的概念。探讨它们在商业银行资金网络中的作用。通过构建商业银行的复杂资金网络，分析研究与商业银行有资金来往的金融公司以及金融公司之间的资金流动规律,分析出网络是否存在弱连接以及连接强度。利用因子分析和结构方程模型来分析文中要探讨的影响因素以及强度。同时揭示出商业银行中复杂资金网络的富节点同配性以及弱连接强度的性质。通过研究，获得了以下研究成果和研究结论。（（1）商业银行在复杂资金网络中所支付的成本与商业银行的稳定性正相关，商业银行在复杂资金网络中所支付的成本与商业银行与其他金融公司间的信任度负相关。（2）商业银行与其他金融公司间的信任度与商业银行的稳定性正相关，商业银行的考核成本与商业银行的稳定性的相关关系无法判断。商业银行的学习成本与商业银行的稳定性的相关关系无法判断商业银行的机会成本与商业银行的稳定性负相关。（3）商业银行产品盈利能力与商业银行和其他金融公司间的信任度正相关。商业银行新品率与商业银行和其他金融公司间的信任度未得到验证。商业银行获利能力与商业银行银行和其他金融公司间的信任度正相关。商业银行的复杂资金网络作为研究对象，探讨复杂资金网络中富节点的同配性和弱连接强度，可以找出商业银行在实际运营管理中影响商业银行复杂资金网络稳定性的因素。例如在商业银行实际经营管理中，商业银行在复杂资金网络中所支付的成本与商业银行与其他金融公司间的信任度负相关。这就要求商业银行要同与它有资金来往的金融公司有良好的合作关系，并不是合同涉及的违约或者赔偿金额越高越好，支付的成本越高，信任度越低，越不利于商业银行资金的稳定。同时商业银行复杂资金网络中存在着强连接的现象，这就意味着商业银行不仅要关注自身资金链稳定性，还要重点关注和自身企业性质相似的金融公司。在现实经营中，商业银行要考虑成本的支付，并不是营业成本越小越好，为了保证商业银行业务的稳定与产品的盈利，，银行需要提高为了稳定银行业务花费的成本以及进行投资时花费的成本。信任度是商业银行对合作伙伴的盈利能力以及后续发展的信任。也就是说在现实中，为了提高竞争力，银行和金融公司都要提高自身盈利能力的稳定性来吸引公司的甚至是散户的合作。机会成本的大小表示契约关系的强弱，转换成本越大对资金稳定性的不利影响越大。信任度的大小对商业银行资金网络稳定性的作用非常明显。也就是说，在现实经营中，银行需要提高获取金融公司营业信息的成本，获取准确的信息，进行正确的投资，进而保证资金链的稳定。通过进一步的分析，发现在复杂资金网络中，节点度大的点更易于聚集，也就是网络存在同配性。并且发现新加入的节点更易于与度大的节点连接。因此在现实经营中，商业银行应重视与资金往来多并且合作企业本身度比较大的的金融机构的合作。根据对商业银行复杂资金网络弱连接的分析重点关注分析出的影响因素，及时发现异常并保持资金网络的稳定。
[Abstract]:Because of the role of commercial banks is very wide, so it will have obvious effect on the whole social and economic activities. Therefore, the commercial banks of the entire financial system and even in the national economy is still in a special and significant position. The core banking system as the financial system, the bank's research is also crucial.
With the development of economy and its development as well as the need to improve the competitiveness of the commercial banks not only operating traditional deposit and loan business, also turned to the new, non-traditional business as a financial intermediary to maintain its position, get a higher income. This also leads to a perplexing relationship between banks and their financial institutions at the same time he. Means between the banks and other financial institutions and non-financial institutions capital network is very complex, resulting in a variety of uncertain factors increased. The increasing uncertainty of the mean uncertainty of risk analysis. The risk of commercial banks at home and abroad are mostly focused on how to identify and control systemic risk, credit risk and operational risk, research the main single or infectious path problem of commercial bank risk analysis, the risk of infection, travel time, speed or influence factors near problem. In recent years, gradually through the complex network method to study the bank. The funds between commercial banks and other financial companies constitute a large and complex network. It can be analyzed by using complex network. This paper based on the complex network of all financial institutions as the commercial bank funds involved in the network into account, is not clear the factors to analyze the complex financial network properties and influencing the stability of commercial banks.
This paper is based on the theory and application of complex network, the complex financial network applied to the daily operation of commercial bank, including through the establishment of commercial banks and the internal and external network node has other financial transactions between financial enterprises, introducing the concept of complex network rich nodes homogamety and weak connection. To explore their roles in the capital of commercial banks. Through the network of complex financial network construction of commercial banks, the analysis and research of the commercial bank liquidity rules between funds between financial companies and finance companies, analysis of the existence of weak network connection and the connection strength. To analyze the influence factors and to explore the use of factor analysis and strength the structural equation model. At the same time reveals the rich node of complex financial network in the commercial bank with the distribution and properties of weak connection strength.
Through the study, the following research results and conclusions are obtained.
(1) the cost of commercial banks in complex fund network is positively related to the stability of commercial banks. The cost of commercial banks in complex fund network is negatively related to the trust degree between commercial banks and other financial companies.
(2) the stability of commercial banks and other financial companies trust between the commercial banks and the positive correlation relationship between the stability assessment of the cost of commercial banks and commercial banks can not judge the stability. Correlation between the learning cost and stability of commercial banks of the commercial bank can not judge the opportunity cost of the commercial banks and commercial banks in the negative related.
(3) the trust degree of the profitability of commercial bank products and commercial banks and other financial companies. The positive correlation between commercial banks and the new rate of commercial banks and other financial companies trust is not verified. Trust profitability of commercial banks and commercial banks and other financial companies are related.
The commercial bank's capital complex network as the research object, to explore the homogamety complex network node and weak capital rich connection strength, can find out the influence factors of commercial banks commercial banks complex financial network stability in actual operation and management. For example in the actual operation and management of commercial banks, commercial banks in the cost paid in complex financial network with the commercial banks and other financial companies trust between the degree of negative correlation. This requires commercial banks to have it with funds from the financial companies have good relations of cooperation, and not involved in the contract for breach of contract or the amount of compensation is good, cost is higher, the lower the confidence, is not conducive to capital the stability of the commercial banks. Commercial banks also exist the phenomenon of complex strongly connected capital network, which means that commercial banks should not only focus on their capital chain also stability. To focus on the nature of the enterprise itself and similar financial companies. In real business, commercial banks should consider the payment of costs, operating costs are not as small as possible, in order to ensure the stability of products and service of commercial bank profitability, banks need to improve in order to take investment banking stability cost and time cost. Trust is a commercial bank to partner the profitability and the subsequent development of trust. It is said that in reality, in order to improve the competitiveness of banks and financial companies are to improve the stability of its profitability to attract companies even retail cooperation. The size of the opportunity cost that the contract relationship between the strength, the greater the cost of conversion adverse effects on the stability of the capital is greater. The size of the role of trust fund network the stability of commercial banks is very obvious. That is to say, in real business The bank needs to improve the cost of obtaining the business information of the financial companies, obtain accurate information, make the correct investment, and then ensure the stability of the capital chain.
Through further analysis, found in complex financial network, node degree is large point more easily gathered, also is the network are homogamety. And found the new nodes more easily connected with the node degree is large. So in real business, commercial banks should pay more attention and money exchanges and cooperation of the enterprise itself large financial institutions cooperation. According to the commercial bank to analyze the influencing factors of complex financial network weak focus on the analysis of the connection of the timely detection of abnormal capital and maintain the stability of the network.

【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F830.42

【参考文献】