Research on the Risk Contagion in the Guarantee Network of Enterprises

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：doodoo

【摘要】

：

【作者】

：

Wei Wang Waiki Ching Shouyang Wang

【机构】

：

Academy of Mathematics and Systems Science,Chinese Academy of Sciences,China

【出处】

：

中国系统工程学会

【发表日期】

：

2015年3期

【关键词】

：

Risk Contagion Guarantee Network of Enterprises

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　This paper explores an empirical research on the risk contagion in the guarantee network of enterprises,using the credit database of China Banking Regulatory Commission(CBRC).The credit database provides meaningful information of enterprises,including assets,liabilities,loans,bad loans and numerous guarantee relationship amongst the enterprises.

其他文献

The choice of Benchmark interest rate based on network structure

There are more than eight hundred key interest rates published in China bond market every day.Which are the benchmark interest rates that have broad influences on most key interest rates? In this pape

会议

Benchmark Interest RateSHIBOR

Granger Test or Bayesian Network?--Inferring Causal Structure of Financial Contagion in Stock Market

Inferring causal structures(sources and routes)of financial contagion in capital markets and sending early warning signals of financial crisis is a challenging task,which attracts interests of many an

会议

Financial ContagionGranger TestBayesian NetworkTime-variant DynamicMachine L

BEMD-based event analysis for crude oil market:evidence using Google search data

The influences of extreme events on crude oil market is of great significance in crude oil price analysis and the growing Internet concern about emergencies often accompanies panic of the market trade

会议

Crude Oil PricesExtreme EventsBEMDAR-GARCH

The return and volatility spillovers between carbon futures market and global financial,energy and c

Financialization of carbon futures market and global economy have made the fluctuation of carbon emission allowance prices vulnerable to international shocks and risk management become more and more c

会议

Carbon FuturesErgodicityGranger Causality TestRisk ManagementSpillover

Comparison and Reformulation for Specific Multi-criteria Project Portfolio Selection Problem with In

Multi-criteria project portfolio selection problem with interdependency results in a polynomial programming model.Since the nonlinear and non-convex polynomial functions are involved,heuristic algorit

会议

Multi-criteria Project PortfolioInterdependency

Supervised Transitive Similarity for the Link Prediction Problem in Social Networks

Link prediction problems aim to predict potential edges which will occur in the future time,or the ``missing links that arent detected at the present in the network.Many researches have made efforts t

会议

Supervised Transitive SimilarityLink Prediction ProblemSocial Networks

An improved music recommendation algorithm based on link prediction and complex number

Link prediction can effectively solve the shortcomings of traditional methods in personalized recommendation,such as data sparse,the lack of diversity.Previous research of link prediction based on com

会议

Link predictionMusic recommendation

Personalized recommendation based on social network

The rapid growth of social network gives us more opportunities to improve the personalized recommendation.There exist many data in the social network.Mining these data and utilizing these data is a di

会议

Social NetworkLink Prediction

Personalized Recommendation System Based On Privacy-Preserving Link Prediction in Social Networks

Online social network sites are becoming more and more popular recently.As a typical Web2.0 application,Social network sites provides a new way of interaction between people and people,and through the

会议

Privacy-Preserving Link PredictionSocial NetworkPersonalized Recommendation Sy

Multi-resource leveling in line of balance

Line-of-balance(LOB)method produces a work schedule where resource allocation is automatically performed to provide a continuous and uninterrupted use of resource.But there are few attempts to improve

会议

Line-of-balance (LOB) MethodA Pipeline Project

Research on the Risk Contagion in the Guarantee Network of Enterprises

与本文相关的学术论文