基于有向图遍历算法的担保圈风险监测预警系统研究--从商业银行的视角出发

The Risk Monitoring and Early Warning System of the Guarantee Industry based on the Traversal Algorithm of Directed Graphs:From the View of Commercial Banks

自2000年"福建担保圈"出现连锁反应以来,担保圈风险一直是各界较为关注的热点。尤其是在经济放缓和下行期,担保圈的风险暴露程度加剧,不仅影响到担保圈内经营较好的企业发展,也严重威胁着商业银行的资产安全,甚至形成区域性金融风险。本文改变以往个案分析的研究方式,运用采集的客户风险数据,以S省W市担保圈数据为例,采用有向图遍历算法编写担保圈识别软件,对W市辖内担保圈进行识别分析。通过实证研究构建了担保圈风险监测的指标体系,并对担保圈风险进行五级分类,以期提高担保圈的风险预警程度,便于商业银行及时采取措施并加以防范。

Since the ＂Fujian guarantee industry＂ came to a chain reaction in 2000, the public has paid moreattentions on the guarantee industry risks. Especially in the period of economic slowdown, the intensification ofrisk exposures not only affects the operation of healthy guarantee companies, but also makes a serious threat tothe safety of commercial hanks＇ assets. This may even causes regional financial risks. Rather than using thecase analysis as in the literature, this paper employs recognition software using traversal algorithms of directedgraphs to analyze the guarantee industry risks in W city of S province with the new CBRC client risk dataset. Thispaper constructs an index system to monitor guarantee industry risks and classify guarantee industry risks in fivecategories in order to improve the level of guarantee industry risk warning and facilitate commercial banks to taketimely measures to guard against the risks.