我国银行网络拓扑结构特征的实证研究  

Empirical Study on Topology Structure Characteristics of Chinese Banking Network

作　　者：左振宇[1] 李守伟[1] 何建敏[1] 

机构地区：[1]东南大学经济管理学院,江苏南京211189

出　　处：《华东经济管理》2012年第2期98-101,共4页East China Economic Management

基　　金：国家自然科学基金项目(70671025;71071034)

摘　　要：复杂网络理论是研究银行系统内在结构和功能的有力工具,文章通过估测银行同业拆借矩阵,基于银行间信用拆借关系采用阈值法构建了银行有向网络模型,并研究了银行网络的基本拓扑统计性质和聚类结构。实证研究表明:银行网络中少数节点具有较高的出度与入度,银行网络具有较高的聚集系数。同时对银行网络互惠性和派系的分析能有效地挖掘银行网络内在结构信息,有助于理解银行网络形成机制以及银行间风险传染行为。Complex network theory is a powerful tool to study the internal structure and function of the banking system. This paper estimates the interbank credit-lending matrix, and constructs the banking directed network using a threshold method based on interbank credit lending relationships. The paper also studies the basic topology properties and clustering structure of the banking network. Empirical studies results show that a few nodes have a large out-degree and in-degree, and it has a high clustering coefficient. The analysis of reciprocal property and cliques can effectively tap the information of banking networks＇ structure, which can help to understand the formation mechanism of banking networks and the contagion activitv of banking risk.

关 键 词：复杂网络 拆借矩阵 网络结构 聚集系数 

分 类 号：F120[经济管理—世界经济]