摘要
复杂网络理论被很多西方学者认为是研究金融体系系统风险的新的重要工具。本文着重分析了网络节点度、连接度、节点差异性、网络节点的动态行为、及小世界现象这些复杂网络的主要特征对网络稳健性的影响,并以2008年爆发的金融危机为例,分别从上述角度出发分析了金融体系系统风险的成因。最后,基于上述分析,为治理金融体系系统风险提出建议。
Complex network theory is considered by many western researchers as a new important tool for studying financial systemic risk.The paper focuses on how some major characteristics of a complex network,which include the node degree,connectivity of the network,the diversity of nodes,the dynamic behavior of nodes,and small world phenomenon,affect network robustness.From the perspective of above-mentioned characteristics and by taking 2008 financial crisis as an example,it analyzes the causes of systemic risk in a complex financial network.Finally,based on the above analysis,it gives some proposals for how to manage systemic risk in financial system.
出处
《特区经济》
北大核心
2011年第12期91-93,共3页
Special Zone Economy
关键词
复杂网络理论
系统风险
金融危机
Complex Network Theory
Systemic Risk
Fi-nancial Crisis
