基于大数据和Louvain算法的企业风险担保圈构建

The Establishment of EnterpriseRisk Guarantee Circle Based on Big Data and Louvain Algorithm

担保圈的风险管理是目前监管单位非常棘手和迫在眉睫的难题,担保圈的风险"多米诺骨牌效应",不仅影响到区域企业风险,也将风险传递至商业银行,甚至有可能发生区域性金融风险。本文通过企业担保关系、隶属关系、法人关系等数据基于大数据构建企业担保关系矩阵,并通过Louvain算法对担保关系矩阵进行层次划分,为担保圈的风险管理研究者提供参考和借鉴。

The Risk Management in Guarantee Circle is currently the most troublesome and extremely urgent issue of Supervision Department.The Domino Effect in Guarantee Circle not only affects the regional enterprise risk but also delivers risk to commercial banks,and even possibly causes regional financial risks.Based on big data including enterprise guarantee relationship,subordination relationship,and corporate relationship,this article built the enterprise guarantee relationship matrix.It also made a hierarchical partitioning of guarantee relationship matrix with the method of Louvain Algorithm.Therefore,this article provides a useful reference to those risk management researchers in guarantee circle.