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在全球经济一体化程度不断加深背景下,银企主体间的信贷关联网络极易成为外来冲击的传播渠道.为此,对基于信贷关联网络的银企主体间的风险传染进行研究具有重要意义.在研究过程中,引入银行主体、上游企业主体、下游企业主体,对各类主体行为及主体间的相互作用进行刻画,并基于主体间的相互作用,内生构建融合银行间信贷网络、企业间信贷网络、银企间信贷网络的复合网络,在此基础上对网络视角下的银企间风险传染进行研究.研究表明资产最大银行主体与入度最大银行主体的违约均可加剧银企间的风险传染,故而仅针对资产负债表的监管并不足够,亦应关注主体间关联网络的拓扑结构.
Under the background of deepening global economic integration, the credit related network between banks and enterprises can easily become the communication channel of external shocks.Therefore, it is of great significance to study the risk contagion among banks and enterprises based on credit related networks. In the course of the research, the Bank introduces the main body of the bank, the main body of the upstream business and the main body of the downstream business, and depicts the interaction between various types of main bodies and the main bodies. Based on the interaction between the main bodies, the paper constructs and integrates the inter-bank credit network, Credit network and inter-bank credit network, on the basis of which, it studies the risk contagion between banks and enterprises under the network perspective.The research shows that the default between the largest bank and the largest bank can exacerbate the inter-bank Risk contagion, so regulation of the balance sheet is not enough, and we should also pay attention to the topological structure of the related network of the subject.