Journal of University of Chinese Academy of Sciences >
Risk propagation patterns of guarantee network based on the theory of complex network
Received date: 2014-11-18
Revised date: 2015-04-21
Online published: 2015-11-15
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
LUO Gang , ZHAO Yawei , WANG Yong . Risk propagation patterns of guarantee network based on the theory of complex network[J]. Journal of University of Chinese Academy of Sciences, 2015 , 32(6) : 836 -842 . DOI: 10.7523/j.issn.2095-6134.2015.06.016
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