| 基于复杂网络理论的担保网络风险传播模式 |
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| 作者姓名： | 罗刚 赵亚伟 王泳 |
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| 作者单位： | 1. 中国科学院大学工程管理与信息技术学院, 北京 100049;
2. 中国科学院大学网络信息中心, 北京 100049 |
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| 基金项目： | 国家自然科学基金(61072091)和中国科学院信息化建设专项(XXH12502)资助 |
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| 摘 要： | 担保作为企业获取贷款的一种方式,扮演着重要的角色,但也隐藏着巨大的风险.本文基于企业间担保关系构建担保网络,利用复杂网络相关理论对担保网络进行基本指标测度,并基于SI模型提出担保网络的风险传播模式,给出衡量担保网络抵御风险能力的稳态风险密度和风险传播速度的定义.利用某金融机构的真实数据对模型进行了验证,发现网络的拓扑结构决定网络抵御风险的能力,不同的风险传染源对风险的传播速度和范围影响不同.这也启示银行在发放贷款前,除做好对企业的征信工作外,还需要考虑可能会对整个担保网络造成的影响.
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| 关 键 词： | 复杂网络 拓扑结构 担保网络 风险传播 |
| 收稿时间： | 2014-11-18 |
| 修稿时间： | 2015-04-21 |
Risk propagation patterns of guarantee network based on the theory of complex network |
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| Authors: | LUO Gang ZHAO Yawei WANG Yong |
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| Institution: | 1. College of Engineering and Information Technology, University of Chinese Academy of Sciences, Beijing 100049, China;
2. Network Information Center, University of Chinese Academy of Sciences, Beijing 100049, China |
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| Abstract: | Secured loan is an important form of business loans, but it may bring great risks. We construct a guarantee network based on guarantee relationships between enterprises, measure the basic attribute using the theory of complex network, and propose a risk propagation model based on SI model. Then the risk density in steady state and risk propagation velocity are defined to measure the anti-risk ability of networks. The experiment, based on the real data of some financial institution, shows that topology structures determine the anti-risk ability for network. Different risk infection sources would have different influences on risk propagation velocity and scope. This enlightens the bank on that the influences of a loan on the whole network should be also considered before granting of loans, in addition to the works of credit investigation for enterprise. |
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| Keywords: | complex network topology structure guarantee network risk propagation |
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