基于客户-银行耦合网络的金融危机传染模型  

FINANCIAL CONTAGION MODEL:SED ON CUSTOMER-BANK COUPLED NETWORK

作　　者：张锋华[1] 李红刚[1] 

机构地区：[1]北京师范大学管理学院,北京100875

出　　处：《北京师范大学学报（自然科学版）》2013年第5期534-537,共4页Journal of Beijing Normal University(Natural Science)

基　　金：中央高校基本科研业务费专项资金资助项目(2012LZD01)

摘　　要：借助统计物理中的靴襻渗流理论来描述危机传染中客户与银行间的相互作用,发现金融危机传染也具有相变现象;模拟结果表明银行间的信贷联系使银行网络具有吸收流动性冲击的作用,但随着银行网络连通程度的增强这种作用可能会被削弱.Interacting influences of various interest entities exist during financial risk of contagions, and such influences often exacerbate crisis transmission. Bootstrap percolation was used to describe interactions between customers and banks, it was found that financial contagion showed phase transition. Simulations showed that inter-bank credits reduced liquidity shock to banking network, but with enhanced banking network connectivity this effect may be weakened.

关 键 词：金融危机传染 靴襻渗流 银行网络 流动性冲击 

分 类 号：TP393.08[自动化与计算机技术—计算机应用技术]