基于复杂网络技术的银行业担保圈风险传染机理及化解路径研究

The Mechanism and Resolution of the Risk Contagion in the Banking Guarantee Circles——An Analysis based on the Complex Network Technology

"新常态"下担保圈已经成为实体经济风险向银行领域传递的重要渠道,是银行信贷资产质量劣化的"重灾区",迫切需要理论界和实务界深度研析。本文首先基于监管部门长期积累的客户授信和担保信息,运用有向遍历算法绘制担保圈图谱,解决防范化解的信息瓶颈;其次,创造性提出以担保圈风险传染的直接代偿驱动机制和防御情绪驱动机制辨析风险传染路径,并引入复杂网络技术构建担保圈风险传染模型,寻找担保圈风险扩散的影响因素和阻断蔓延的方法;再次,利用熵值法建立担保圈风险定量测度模型,选取三个典型担保圈进行了化解实践;最后,提出政策建议。本文的研究成果为担保圈风险识别、防范和化解提供了可靠的量化依据,具有较强的理论价值和实践意义。

Under the ＂new normal＂, the guarantee circles have become an important channel, through which real economic risks are transmitted to the banking sector, where the banking credit asset quality deteriorated most seriously, therefore deep analysis and research are needed urgently. This paper draws diagrams of the guarantee circles based on long-term accumulated credit and the guarantee data from CBRC using traversal algorithms of directed graphs to resolve the information bottlenecks of risk prevention. Then, this paper creatively constructs direct compensatory driving mechanism and defensive mood driving mechanism to discribe risk diffusion paths, and introduces complex network technology to build the risk diffusion model, which helps finding out factors affecting risk diffusion and methods blocking the spread of proliferation. Next, this paper establishes a quantitative risk measurement model using the entropy method, and selects three typical real guarantee circles to resolve; Finally, this paper proposes policies advices and recommendations. This paper provides a reliable quantitative basis to identify, prevent and resolve the risk of guarantee circles, which has theoretical values and practical significance.