基于复杂网络理论的银行系统性风险研究评述

美国次贷危机引起的全球性金融危机给世界各主要经济体造成了严重的经济损失。银行作为金融系统的核心,对金融系统的稳定起着至关重要的作用,因此,银行系统性风险受到了各国中央银行和政策制定者的高度重视,尽管如此,对银行系统性风险的度量仍没有一个统一的框架。本文对利用复杂网络理论研究银行系统性风险的国内外文献进行了系统的梳理和总结,提出了当前研究的不足和展望。

Systemic Risk in Banking Based on Complex Network Theory

The subprime mortgage crisis in the United States has evolved into a global financial crisis which has resulted in serious economic losses to major economic entities around the world. Banking as the core of the financial system plays a vital role in the stability of the financial system, so systemic banking risk is attached great importance to by the central banks and policy-makers. Nevertheless, no unified framework for the measurement of the systemic risk has been established. In this paper reviews and comments the research on systemic banking risk based on complex network theory at home and abroad, pointing out the shortcomings of the current relevant research.