摘 要
金融网络分析作为现代金融学的重要分支，其研究的核心在于理解和评估金融机构间复杂的相互作用和依赖关系。金融网络由各类金融机构、市场以及它们之间的连接关系构成，这些连接关系可能是资金流动、信贷关系或者其他形式的金融交易。金融网络具有高度的复杂性和动态性，其特性包括网络规模庞大、连接形式多样、信息流动迅速等。在金融网络中，存在着多种关键节点，包括中心性节点、功能性节点、影响力节点和风险传播节点。这些节点在金融网络中发挥着至关重要的作用，对金融市场的稳定和健康发展具有重要影响。金融网络分析在系统性风险评估中发挥着重要作用。通过揭示金融机构间的关联性，识别系统性重要金融机构，评估系统性风险的整体水平，金融网络分析为宏观审慎监管提供了有力支持。然而，在实际应用中，金融网络分析也面临着诸多挑战，如数据可得性较差、网络结构复杂、风险传染机制不确定以及计算资源和处理能力有限等。为了应对这些挑战，需要采取一系列应对策略。首先，提高数据收集能力，确保数据的准确性和完整性。其次，简化网络模型，降低分析的复杂性。同时，加强风险监测和预警，及时发现和应对潜在的系统性风险。最后，优化算法和模型，提高分析的准确性和效率。通过这些措施，可以更好地利用金融网络分析来评估系统性风险，维护金融市场的稳定和健康发展。
关键词：金融网络分析；系统性风险；应用研究
Abstract
Financial network analysis, as an important branch of modern finance, focuses on understanding and evaluating the complex interactions and dependencies between financial institutions. The financial network is composed of various financial institutions, markets, and their interconnected relationships, which may be fund flows, credit relationships, or other forms of financial transactions. Financial networks have a high degree of complexity and dynamism, characterized by their large scale, diverse connectivity forms, and rapid information flow. In the financial network, there are various key nodes, including central nodes, functional nodes, influence nodes, and risk propagation nodes. These nodes play a crucial role in the financial network and have a significant impact on the stability and healthy development of the financial market. Financial network analysis plays an important role in systematic risk assessment. By revealing the correlation between financial institutions, identifying systemically important financial institutions, and evaluating the overall level of systemic risk, financial network analysis provides strong support for macro prudential supervision. However, in practical applications, financial network analysis also faces many challenges, such as poor data availability, complex network structures, uncertain risk contagion mechanisms, and limited computing resources and processing capabilities. To address these challenges, a series of coping strategies need to be adopted. Firstly, improve data collection capabilities to ensure the accuracy and completeness of data. Secondly, simplify the network model and reduce the complexity of analysis. At the same time, strengthen risk monitoring and early warning, and timely detect and respond to potential systemic risks. Finally, optimize the algorithm and model to improve the accuracy and efficiency of the analysis. Through these measures, financial network analysis can be better utilized to assess systemic risks and maintain the stability and healthy development of financial markets.
Keywords: Financial network analysis; Systemic risk; application research
目录
摘 要 I
Abstract II
第1章 绪论 1
1.1 研究背景及意义 1
1.2 研究目的及内容 1
1.3 国内外研究现状 2
第2章 金融网络分析基础 3
2.1 金融网络的定义 3
2.2 金融网络的特性 3
2.3 金融网络中的关键节点 4
2.3.1 中心性节点 4
2.3.2 功能性节点 4
2.3.3 影响力节点 5
2.3.4 风险传播节点 5
第3章 金融网络分析在系统性风险评估中的应用 6
3.1 揭示金融机构间的关联性 6
3.2 识别系统性重要金融机构 6
3.3 评估系统性风险的整体水平 6
3.4 支持宏观审慎监管 7
第4章 金融网络分析在系统性风险评估应用中面临的挑战 8
4.1 数据可得性较差 8
4.2 网络结构复杂 8
4.3 风险传染机制不确定 8
4.4 计算资源和处理能力有限 9
第5章 金融网络分析在系统性风险评估应用中的应对策略 10
5.1 提高数据收集能力 10
5.2 简化网络模型 10
5.3 加强风险监测和预警 10
5.4 优化算法和模型 11
结 论 12
参考文献 13
