动态中国银行网络系统传染性风险研究  

Research on the Contagion Risk of Dynamic China Bank Network System

作　　者：范宏[1] 刘晓颖 FAN Hong;LIU Xiaoying(Glorious Sun School of Business and Management, Donghua University, Shanghai 200051)

机构地区：[1]东华大学旭日工商管理学院

出　　处：《系统科学与数学》2018年第2期220-235,共16页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(71371046)资助课题

摘　　要：银行网络系统的传染性风险是目前国内外研究的重要问题,但是目前针对银行网络系统传染的风险研究均考虑的是静态的网络结构及网络上银行的资产负债也均为静态,忽视了动态的网络结构及银行动态的资产负债的演化.文章首先构建动态演化的银行网络系统,其包括网络结构的动态演化与银行节点的资产负债的动态演化;然后根据中国的实际数据,构建动态演化的中国银行网络系统,进一步研究中国银行网络系统的传染的演化规律,为中央银行制定政策提供决策依据.The contagion risk of interbank networks system is an important research issue at home and abroad. However, most of the researches on the contagion risk of interbank networks only considered about static network structure and static assets and liabilities of banks, neglecting the study of dynamic networks and dynamic evolution of banks＇ assets and liabilities. Therefore, in this paper, a dynamically evolving interbank network system is constructed first, in which the nodes＇ assets and liabilities have dynamic behavior and the networks structure is also dynamic evolving. Then,according to the actual data of China, a dynamic interbank network system of China is built for studying on the contagion risk evolving law, which can provide the basis for the central bank to formulate policies.

关 键 词：动态银行网络系统 传染性风险 中国银行网络系统 动态演化 银行间拆借网络 

分 类 号：F832[经济管理—金融学]