利用网络模型研究银行系统性风险是最近的一个研究热点.而无法获得银行间的敏感数据,使得研究很难有所突破.本文提出了一种新的分析银行间网络特征的方法.首先,本文检验了银行间网络节点强度(银行间贷款和银行间借款)的分布规律.此外,本文研究发现银行间网络的节点强度和节点度存在幂函数关系.进而,推导出节点度的分布规律,并证明了当节点强度服从幂律分布时,节点度也服从幂律分布.本文对中国银行间网络进行了分析,研究发现中国的银行间网络呈现出无标度网络特征,而且与其他几个国家相比,中国的银行间网络标度参数最小、集中度最高.
Bank systemic risk based on network model has recently became a hot topic. Due to the inaccessibility of interbank sensitive data,it is very difficult to make a breakthrough on it. This paper proposes a new method of analyzing interbank network characteristics. Firstly,this paper tests the distribution rule of interbank network node strength. Furthermore,we find out that interbank network node strength and its node degree follow the power function relationship. The paper proves that if node strength follows power law distribution,node degree also does. Finally,we deduce that China is characterized by scale-free interbank network with the highest concentration and the minimum scaling parameter compared with other countries.