中国上市金融机构股权关系网络模型及风险预警机制构建

发布时间：2018-04-10 16:27

本文选题：金融机构 + 复杂网络　；参考：《内蒙古工业大学》2013年硕士论文

【摘要】：金融市场的运行状况对于一国的经济发展起到了不可或缺的作用。作为资金融通的场所,金融市场一方面为实体经济提供资金服务,另一方面它也是实体经济的晴雨表。金融市场所面临的往往不是单一企业的风险问题,更多的时候,则是弥漫在金融市场各个企业之间的一种多米诺骨牌式的传递性的风险,在历史上的多次金融危机中,都体现出了这样的特点。本文借鉴近年来在物理学和数学中迅速发展的复杂网络的研究成果,来分析作为一种复杂网络的金融市场,以解释金融系统运行中的表征现象和现象背后的运行机制。本文试刻画我国的41家上市金融类企业之间的持股关系,并以此为数据来源建立起中国上市金融机构间的股权关系网络模型。对模型的网络拓扑结构进行分析,并模拟风险在网络上的传播动力学,进而在此基础上提出一个有所侧重的风险预警机制。
[Abstract]:Financial markets are functioning as an indispensable role for the economic development of a country. As a financing place, financial market on the one hand, to provide financial services for the real economy, on the other hand, it is also a barometer of the real economy. The financial market risk faced by enterprises is often not a single, more often, it is diffuse transitive risk of a Domino effect between the financial markets of various enterprises, many financial crises in history, reflects this characteristic.
This paper draws lessons from the research results of the complex network has developed rapidly in recent years in physics and mathematics in the analysis as a complex network of financial markets, the underlying mechanism to explain the financial system in the characterization of the phenomenon and the relationship between the shareholding. This paper describe China's 41 listed financial enterprises, and as a source of data to establish equity relationship network model Chinese listed among financial institutions. The network topology model is analyzed, and Simulation of transmission dynamics on the network risk, and then proposes a risk warning mechanism focused on.

【学位授予单位】：内蒙古工业大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.51

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