嵌入银企间和企业间市场的内生信贷网络模型构建
发布时间：2018-12-12 09:58
【摘要】：基于银行主体和企业主体间银行信贷连接及企业主体间的商业信贷连接,构建了同时嵌入银企间市场和企业间市场的内生信贷网络模型。在构建过程中,对于企业主体的生产设置了双重约束,并引入分红、投资、存款波动等刻画相关主体行为,允许多期债务结构的存在,同时放松了相关学者的研究假设。内生信贷网络模型的仿真结果表明:企业规模的上尾服从幂率分布;银企信贷网络的银行入度服从双幂律分布。
[Abstract]:Based on the connection of bank credit between banks and enterprises and commercial credit between enterprises, an endogenous credit network model is constructed, which is embedded in both the interbank market and the inter-firm market at the same time. In the process of construction, we set up double constraints on the production of the main body of the enterprise, and introduce dividend, investment and deposit fluctuation to depict the behavior of the relevant subject, allowing the existence of the multi-period debt structure, and relaxing the research hypothesis of the related scholars at the same time. The simulation results of endogenetic credit network model show that the upper service of enterprise scale is distributed by power rate, and the bank entry service of bank credit network is distributed by double power law.
【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】：国家自然科学基金资助项目(71371051,71671037,71501094) 2014年度江苏省“333工程”资助项目“江苏民间金融风险形成、传染和治理机制” 南京财经大学校级科研项目资助(KYC201613) 江苏省自然科学基金青年项目资助(BK20150961)
【分类号】：F830.5
本文编号：2374367
[Abstract]:Based on the connection of bank credit between banks and enterprises and commercial credit between enterprises, an endogenous credit network model is constructed, which is embedded in both the interbank market and the inter-firm market at the same time. In the process of construction, we set up double constraints on the production of the main body of the enterprise, and introduce dividend, investment and deposit fluctuation to depict the behavior of the relevant subject, allowing the existence of the multi-period debt structure, and relaxing the research hypothesis of the related scholars at the same time. The simulation results of endogenetic credit network model show that the upper service of enterprise scale is distributed by power rate, and the bank entry service of bank credit network is distributed by double power law.
【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】：国家自然科学基金资助项目(71371051,71671037,71501094) 2014年度江苏省“333工程”资助项目“江苏民间金融风险形成、传染和治理机制” 南京财经大学校级科研项目资助(KYC201613) 江苏省自然科学基金青年项目资助(BK20150961)
【分类号】：F830.5
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