摘要
为探讨网络结构与影子银行对银行系统性风险的影响,基于复杂网络和演变的资产负债表模型,引入影子银行,构建考虑不同银行间网络结构的动态银行间网络系统模型。研究结果表明,影子银行是风险传染的主要载体,带有影子银行的银行系统性风险较高且其与银行间网络结构密切相关;相对集中的无标度和小世界网络更容易传播风险,分散的随机网络可以缓解风险传染,但过强的外部冲击会使缓解作用失效。
In order to explore the effect of network structure and shadow banking on systematic risks,this paper introduces shadow banking and constructs a dynamic interbank network system model considering different interbank network structures based on the complex network and evolving balance sheet model.The results show that shadow banks are the main carriers of risk contagion,and the banking system with shadow banking has high systematic risk and the systemic risk is closely related to the interbank network structure;relatively concentrated scale-free and small-world networks are more likely to spread risks.Scattered random networks can mitigate risk contagion,but too strong external shocks will make the mitigation ineffective.
作者
潘弘杰
范宏
PAN Hongjie;FAN Hong(Glorious Sun School of Business and Management,Donghua University,Shanghai 200051,China)
出处
《复杂系统与复杂性科学》
CAS
CSCD
北大核心
2023年第1期41-48,共8页
Complex Systems and Complexity Science
基金
国家自然科学基金(71971054)
上海市自然科学基金(19ZR1402100)。
关键词
影子银行
银行间网络结构
风险传染
系统稳定性
shadow banking
interbank network structure
risk contagion
system stability
