Research on the Risk Contagion Effect between the Network Structure and Commercial Banks - Based on the Data of 25 Banks' Inter-bank Lending

DOI

10.2991/978-94-6463-260-6_11How to use a DOI?

Keywords

network structure; commercial banks; risk contagion

Abstract

Based on the network structure model, this paper studies the risk contagion of central banks under malicious attacks. Based on this, we first select the inter-bank lending data of 25 commercial banks, use the matrix method to construct the inter-bank lending matrix and modify the matrix, draw the network structure diagram, and analyze the network node degree and network core structure. Finally, we simulate the risk contagion effect between the whole banks when the core layer banks are maliciously attacked, and analyze the retention rate of transaction scale in the network. The research results show that the 25 banks are divided into three hierarchical network structures, and the central layer banks occupy the main position. The malicious attacks on the central banks have a huge impact on the entire inter-bank network, and the transaction scale retention rate is only about 10%. The empirical results provide a theoretical basis for the financial regulatory authorities to formulate policies to prevent and control financial risks.

Copyright

© 2024 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Chongzhen Huang
AU  - Mingzhe Li
PY  - 2023
DA  - 2023/09/28
TI  - Research on the Risk Contagion Effect between the Network Structure and Commercial Banks - Based on the Data of 25 Banks' Inter-bank Lending
BT  - Proceedings of the 2023 International Conference on Management Innovation and Economy Development (MIED 2023)
PB  - Atlantis Press
SP  - 86
EP  - 93
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-260-6_11
DO  - 10.2991/978-94-6463-260-6_11
ID  - Huang2023
ER  -