储户悲观情绪传染诱发银行挤兑的模型——基于外部和内部影响因素的分析  

The Model Pessimism Contagion for Depositors Inducing Withdrawing——Based on the Internal and External Causes

作　　者：陈建新[1] 

机构地区：[1]广东工业大学应用数学学院,广东广州510520

出　　处：《暨南学报（哲学社会科学版）》2015年第1期53-61,162,共9页Jinan Journal(Philosophy and Social Sciences)

基　　金：广东省自然科学基金项目<银行储户悲观情绪传染诱发银行挤兑机理的建模与仿真>(批准号:S2013040014920);广东工业大学校博士启动基金项目<储户悲观情绪传染诱发银行挤兑机理的研究>(批准号:13ZK0155)

摘　　要：银行挤兑是银行的灾难性危机,储户的悲观情绪在储户间的交互传染是诱发银行挤兑的重要因素之一。研究结果表明,不考虑外部因素的影响下,银行储户悲观情绪传染的状态取决于系统内部所有银行储户的初始平均态度,如果考虑金融权威等外部因素的影响,其正确引导是可以缓解储户之间的悲观情绪传染的。银行管理者为避免银行遭受挤兑,使银行始终处于良好的经营环境,可以从维护银行良好形象以增强储户信心、保持银行良好的流动性储备以及尽快建立和完善存款保险制度等方面入手。In this paper,based on transformation of the pessimism between two kinds of depositors,we built up the imitation and contagion model. Then on the perspective of system dynamics stable equilibrium solutions and unstable equilibrium solutions of the model are discussed. The critical conditions that affect contagion are obtained. Internal factors are also obtained for the bank,which is in a crisis caused by liquidity. It is significant to block and postpone the early withdrawal of depositors. Our research can provide theoretical support to prevent the banks from crisis,and it can also keep the bank system stable.

关 键 词：银行挤兑 储户悲观情绪传染 外界因素影响 动力学模型 

分 类 号：F830.2[经济管理—金融学]