银企多金融关联网络模型构建与仿真分析

Construction of Firm-Bank Network Model with Multi-Financial Links and Simulation Analysis

刻画银企行为特征,研究银行与企业间信贷关联及企业间担保关联的建立,构建同时引入信贷关联及担保关联的银企多金融关联网络模型.基于所构建的模型,借助计算机仿真分析,可视化了银企多金融关联网络,阐述了银企基于信贷关联及担保关联的相互作用,并对模型的涌现特征进行了研究.研究发现,银企多金融关联网络模型的企业规模分布涌现出幂律尾部特性;而当改变担保放大系数时,企业规模分布亦涌现出幂律尾部特性.

This paper describes the behavioral characteristics of banks and firms,studies the establishment of credit and guarantee links between banks and firms,and constructs a firm-bank network model with multi-financial links that simultaneously introduces credit and guarantee links.Based on the model and computer simulation analysis,this paper visualizes the firm-bank network with multi-financial links,expounds the firm-bank interactions based on credit and guarantee links,and studies the emergence characteristics of the model.The results show that the power-law tail characteristics emerge in firm size distributions of the firm-bank network model with multi-financial links;when the guarantee amplification factor is changed,power-law tail characteristics of firm size distributions still emerge.