Risk propagation patterns of guarantee network based on the theory of complex network

doi:10.7523/j.issn.2095-6134.2015.06.016

Abstract

Abstract:

Secured loan is an important form of business loans, but it may bring great risks. We construct a guarantee network based on guarantee relationships between enterprises, measure the basic attribute using the theory of complex network, and propose a risk propagation model based on SI model. Then the risk density in steady state and risk propagation velocity are defined to measure the anti-risk ability of networks. The experiment, based on the real data of some financial institution, shows that topology structures determine the anti-risk ability for network. Different risk infection sources would have different influences on risk propagation velocity and scope. This enlightens the bank on that the influences of a loan on the whole network should be also considered before granting of loans, in addition to the works of credit investigation for enterprise.

Key words: complex network, topology structure, guarantee network, risk propagation

CLC Number:

TP393.0

LUO Gang, ZHAO Yawei, WANG Yong. Risk propagation patterns of guarantee network based on the theory of complex network[J]. , 2015, 32(6): 836-842.

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