复杂银行网络的宏观结构模型及其分析

Analysis of Macro-structure Model of Complex Banking Networks

对银行网络结构特征的实证研究发现,银行网络具有分段幂律度分布特征.提出了一个网络生长模型,揭示了银行网络中分段幂律度分布现象产生的机制,并解释了其经济含义,即信用拆借能力相近的银行之间更易于建立信用拆借关系.

The empirical researches on the structure features of banking systems show that the two-power law degree distribution has been observed in those banking networks. This paper proposeda model of net work growth and explained the phenomenon of two power-law degree distribution in banking networks. Additionally, the economic significance of this result is that, the closer the interbank lending and borrow ing ability between two banks is, the easier they will establish a relationship of interbank liability.