本文選題：復(fù)雜網(wǎng)絡(luò)　切入點(diǎn)：銀證業(yè)務(wù)　出處：《中國海洋大學(xué)》2014年碩士論文

【摘要】：我國作為世界貿(mào)易組織WTO的成員國，必須遵循金融服務(wù)貿(mào)易自由化的制度，隨著金融市場(chǎng)的逐漸開放，大批具有競(jìng)爭力的外資金融機(jī)構(gòu)進(jìn)入中國爭奪我國銀證業(yè)機(jī)構(gòu)的市場(chǎng)，為了在激烈的市場(chǎng)競(jìng)爭中占據(jù)優(yōu)勢(shì)，我國金融業(yè)必須緊跟歷史潮流，全面調(diào)整組合傳統(tǒng)的金融業(yè)，促進(jìn)銀證合作進(jìn)程。 銀證混業(yè)經(jīng)營雖然從經(jīng)濟(jì)效率角度出發(fā)具有迫切的必要性與可行性，但是由于我國目前金融體制監(jiān)管尚不健全金融機(jī)構(gòu)內(nèi)部風(fēng)險(xiǎn)控制水平較低投資者過于激進(jìn)的逐利行為券商的風(fēng)險(xiǎn)資產(chǎn)質(zhì)量低等原因造成了銀證合作中的利益沖突內(nèi)部交易津貼外溢等風(fēng)險(xiǎn)，，并且由于銀證業(yè)務(wù)資金上的聯(lián)系使得銀行券商相互捆綁，金融風(fēng)險(xiǎn)很容易在貨幣市場(chǎng)與資本市場(chǎng)之間傳播放大，造成金融系統(tǒng)的效率低下甚至癱瘓，因此從安全角度出發(fā)卻具有很多安全隱患，金融系統(tǒng)的穩(wěn)定發(fā)展受到諸多限制與風(fēng)險(xiǎn)威脅，因此必須建立完善的金融系統(tǒng)風(fēng)險(xiǎn)控制機(jī)制來保證銀證業(yè)務(wù)的順利開展，這對(duì)于保證金融系統(tǒng)高效運(yùn)行，提高金融資產(chǎn)利用率都具有重大意義。 本文主要是運(yùn)用復(fù)雜網(wǎng)絡(luò)理論對(duì)針對(duì)銀證業(yè)務(wù)關(guān)系建立銀行與證券基金信托保險(xiǎn)等金融主體為網(wǎng)絡(luò)節(jié)點(diǎn)，以借貸關(guān)系股權(quán)關(guān)系業(yè)務(wù)合作等復(fù)雜聯(lián)系為邊的雙向選擇的復(fù)雜銀證業(yè)務(wù)網(wǎng)絡(luò)模型，從宏觀的角度來描述金融系統(tǒng)的整體特征以及度量，并在此基礎(chǔ)上提出該金融系統(tǒng)風(fēng)險(xiǎn)控制與免疫的的相關(guān)理論與方法。 通過建立基于實(shí)際情況的銀證業(yè)務(wù)復(fù)雜網(wǎng)絡(luò)模型，并運(yùn)用matlab軟件進(jìn)行風(fēng)險(xiǎn)在復(fù)雜網(wǎng)絡(luò)模型中的傳染動(dòng)力學(xué)仿真研究，本文得出了下面幾點(diǎn)結(jié)論： 第一，根據(jù)銀行與證券機(jī)構(gòu)的業(yè)務(wù)聯(lián)系以及商業(yè)銀行證券市場(chǎng)存在監(jiān)管機(jī)制不足風(fēng)險(xiǎn)內(nèi)控能力較低等風(fēng)險(xiǎn)因素尋找出銀證業(yè)務(wù)風(fēng)險(xiǎn)傳染的載體以及風(fēng)險(xiǎn)交叉點(diǎn)，并且根據(jù)金融機(jī)構(gòu)微觀個(gè)體的互動(dòng)關(guān)系描述了風(fēng)險(xiǎn)在銀證業(yè)務(wù)關(guān)系復(fù)雜網(wǎng)絡(luò)中的傳播原因與途徑，為以后復(fù)雜金融網(wǎng)絡(luò)模型的構(gòu)建奠定理論基礎(chǔ)。 第二，目前對(duì)于金融系統(tǒng)復(fù)雜網(wǎng)絡(luò)模型的構(gòu)建多是權(quán)重?zé)o標(biāo)度網(wǎng)絡(luò)，忽略了金融機(jī)構(gòu)建立連接的雙向選擇性，復(fù)雜金融網(wǎng)絡(luò)中新加入的節(jié)點(diǎn)會(huì)傾向于選擇度大經(jīng)濟(jì)實(shí)力強(qiáng)的金融機(jī)構(gòu)進(jìn)行業(yè)務(wù)合作，但是每個(gè)金融機(jī)構(gòu)都是以自身盈利為目的的，單方面的建立業(yè)務(wù)聯(lián)系的要求是不符合實(shí)際情況的，因此本文根據(jù)金融機(jī)構(gòu)的經(jīng)濟(jì)人特征構(gòu)建了基于權(quán)重?zé)o標(biāo)度網(wǎng)絡(luò)的有向復(fù)雜網(wǎng)絡(luò)。 第三，本文根據(jù)病毒傳染動(dòng)力學(xué)模型分析了風(fēng)險(xiǎn)在有向的銀證業(yè)務(wù)復(fù)雜網(wǎng)絡(luò)中的研究，通過對(duì)SIR病毒演化方程的求導(dǎo)得出了風(fēng)險(xiǎn)在復(fù)雜金融網(wǎng)絡(luò)中的傳染范圍R受到網(wǎng)絡(luò)結(jié)構(gòu)以及風(fēng)險(xiǎn)傳播速率的影響。 第四，本文利用了Matlab工具對(duì)復(fù)雜網(wǎng)絡(luò)的性質(zhì)以及風(fēng)險(xiǎn)在復(fù)雜網(wǎng)絡(luò)中的傳播過程進(jìn)行了仿真研究，進(jìn)一步證明了構(gòu)建的有向權(quán)重復(fù)雜金融網(wǎng)絡(luò)的合理性與可行性。
[Abstract]:As a member of WTO , China must abide by the system of liberalization of financial services trade . With the gradual opening of financial markets , a large number of competitive foreign financial institutions enter China to compete for the market of China ' s banking institutions . In order to take advantage of the fierce market competition , China ' s financial industry must follow the historical trend , adjust and combine the traditional financial industry , and promote the cooperation process of the Bank . Although the financial system ' s internal risk control level is low , the financial risk is easy to spread between the money market and the capital market , which causes the financial system to operate smoothly . Therefore , it is necessary to establish a perfect financial system risk control mechanism to guarantee the smooth development of the bank certificate business , which is of great significance to ensure the efficient operation of the financial system and improve the utilization rate of the financial assets . This paper mainly discusses the whole characteristics and measures of the financial system from the macro perspective by using the complex network theory to establish the bank and securities ? fund , trust , insurance and other financial entities for the relationship between the bank and securities ? trust ? insurance , etc . , and then puts forward the relevant theories and methods of the financial system risk control and immunity from the macro perspective . Through establishing a complex network model based on the actual situation , and using matlab software to study the transmission dynamics simulation of the risk in the complex network model , the following conclusions are drawn : First , according to the business relation between the bank and the securities institution and the lack of the supervision mechanism of the commercial bank and the securities market , the carrier and the risk cross point of the risk infection of the bank certificate business are found based on the risk factors such as the insufficient supervision mechanism of the risk internal control ability and the low risk internal control ability , and the reason and the way of the transmission of the risk in the complex network of the bank - based business relationship are described according to the interaction relation of the micro - individual of the financial institution , which lays a theoretical foundation for the construction of the later complex financial network model . Second , the construction of the complex network model of financial system is a weight - free network , the two - way selectivity of establishing the connection by financial institutions is ignored , and the newly added nodes in the complex financial network tend to choose the large - scale financial institutions , but each financial institution is not in conformity with the actual situation . Therefore , according to the characteristics of the economic man of the financial institution , the paper constructs a complex network based on the weight - free scale network . Thirdly , according to the virus infection dynamics model , this paper analyzes the research of the risk in the complex network of the directional silver syndrome business . Through the derivation of the SIR virus evolution equation , the infection range R of the risk in the complex financial network is influenced by the network structure and the risk propagation rate . Fourthly , this paper makes use of Matlab tools to simulate the nature of complex networks and the propagation process of risk in complex networks , and further proves the rationality and feasibility of the construction of complex financial networks .

【學(xué)位授予單位】：中國海洋大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.2

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