本文關(guān)鍵詞： 復(fù)雜資金網(wǎng)絡(luò) 富節(jié)點 弱連接 結(jié)構(gòu)方程模型　出處：《中國海洋大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：由于商業(yè)銀行的作用是非常廣泛的，因此它會對整個社會的經(jīng)濟活動產(chǎn)生十分明顯的影響。由此可見，商業(yè)銀行對整個金融系統(tǒng)甚至在國民經(jīng)濟中依然居有特別而顯著的地位。銀行體系作為金融系統(tǒng)的核心,對銀行的研究也至關(guān)重要。 隨著經(jīng)濟的發(fā)展和自身發(fā)展以及提高競爭力的需要，商業(yè)銀行不僅經(jīng)營傳統(tǒng)的存貸款業(yè)務(wù)，也開始轉(zhuǎn)向新的、非傳統(tǒng)業(yè)務(wù)作為維護其金融中介地位、獲得更高收益的一種方式。這也導(dǎo)致銀行與其他金融機構(gòu)之間有著錯綜復(fù)雜的聯(lián)系，同時意味著銀行與其他金融機構(gòu)和非金融機構(gòu)之間的資金網(wǎng)絡(luò)非常復(fù)雜，導(dǎo)致各種不確定因素增加。不確定因素的增加意味著風(fēng)險的不確定性。國內(nèi)外對商業(yè)銀行風(fēng)險的分析大多集中在如何識別、控制系統(tǒng)性風(fēng)險、信用風(fēng)險甚至是操作風(fēng)險，研究主體單一�；蛘呤巧虡I(yè)銀行風(fēng)險的傳染路徑問題，分析風(fēng)險傳染的范圍，傳播時間、速度或者是影響因素的問題。近幾年，逐漸開始通過復(fù)雜網(wǎng)絡(luò)的方法來對銀行進行研究。商業(yè)銀行與其他金融公司的資金往來構(gòu)成一個龐大復(fù)雜的網(wǎng)絡(luò)�？梢岳脧�(fù)雜網(wǎng)絡(luò)來分析。本篇論文依托復(fù)雜網(wǎng)絡(luò)對商業(yè)銀行涉及的資金網(wǎng)絡(luò)中的所有金融機構(gòu)為考慮因素，來分析這個復(fù)雜資金網(wǎng)絡(luò)的性質(zhì)以及影響商業(yè)銀行穩(wěn)定性的不明確的因素。 本文以復(fù)雜網(wǎng)絡(luò)的理論及應(yīng)用為基礎(chǔ)，將復(fù)雜資金網(wǎng)絡(luò)應(yīng)用到商業(yè)銀行日常經(jīng)營中，通過建立包括商業(yè)銀行以及其他相互之間有資金往來的金融企業(yè)內(nèi)外部節(jié)點的資金網(wǎng)絡(luò)，引入復(fù)雜網(wǎng)絡(luò)中富節(jié)點的同配性和弱連接的概念。探討它們在商業(yè)銀行資金網(wǎng)絡(luò)中的作用。通過構(gòu)建商業(yè)銀行的復(fù)雜資金網(wǎng)絡(luò)，分析研究與商業(yè)銀行有資金來往的金融公司以及金融公司之間的資金流動規(guī)律,分析出網(wǎng)絡(luò)是否存在弱連接以及連接強度。利用因子分析和結(jié)構(gòu)方程模型來分析文中要探討的影響因素以及強度。同時揭示出商業(yè)銀行中復(fù)雜資金網(wǎng)絡(luò)的富節(jié)點同配性以及弱連接強度的性質(zhì)。 通過研究，獲得了以下研究成果和研究結(jié)論。 （（1）商業(yè)銀行在復(fù)雜資金網(wǎng)絡(luò)中所支付的成本與商業(yè)銀行的穩(wěn)定性正相關(guān)，商業(yè)銀行在復(fù)雜資金網(wǎng)絡(luò)中所支付的成本與商業(yè)銀行與其他金融公司間的信任度負相關(guān)。 （2）商業(yè)銀行與其他金融公司間的信任度與商業(yè)銀行的穩(wěn)定性正相關(guān)，商業(yè)銀行的考核成本與商業(yè)銀行的穩(wěn)定性的相關(guān)關(guān)系無法判斷。商業(yè)銀行的學(xué)習(xí)成本與商業(yè)銀行的穩(wěn)定性的相關(guān)關(guān)系無法判斷商業(yè)銀行的機會成本與商業(yè)銀行的穩(wěn)定性負相關(guān)。 （3）商業(yè)銀行產(chǎn)品盈利能力與商業(yè)銀行和其他金融公司間的信任度正相關(guān)。商業(yè)銀行新品率與商業(yè)銀行和其他金融公司間的信任度未得到驗證。商業(yè)銀行獲利能力與商業(yè)銀行銀行和其他金融公司間的信任度正相關(guān)。 商業(yè)銀行的復(fù)雜資金網(wǎng)絡(luò)作為研究對象，探討復(fù)雜資金網(wǎng)絡(luò)中富節(jié)點的同配性和弱連接強度，可以找出商業(yè)銀行在實際運營管理中影響商業(yè)銀行復(fù)雜資金網(wǎng)絡(luò)穩(wěn)定性的因素。例如在商業(yè)銀行實際經(jīng)營管理中，商業(yè)銀行在復(fù)雜資金網(wǎng)絡(luò)中所支付的成本與商業(yè)銀行與其他金融公司間的信任度負相關(guān)。這就要求商業(yè)銀行要同與它有資金來往的金融公司有良好的合作關(guān)系，并不是合同涉及的違約或者賠償金額越高越好，支付的成本越高，信任度越低，越不利于商業(yè)銀行資金的穩(wěn)定。同時商業(yè)銀行復(fù)雜資金網(wǎng)絡(luò)中存在著強連接的現(xiàn)象，這就意味著商業(yè)銀行不僅要關(guān)注自身資金鏈穩(wěn)定性，還要重點關(guān)注和自身企業(yè)性質(zhì)相似的金融公司。在現(xiàn)實經(jīng)營中，商業(yè)銀行要考慮成本的支付，并不是營業(yè)成本越小越好，為了保證商業(yè)銀行業(yè)務(wù)的穩(wěn)定與產(chǎn)品的盈利，，銀行需要提高為了穩(wěn)定銀行業(yè)務(wù)花費的成本以及進行投資時花費的成本。信任度是商業(yè)銀行對合作伙伴的盈利能力以及后續(xù)發(fā)展的信任。也就是說在現(xiàn)實中，為了提高競爭力，銀行和金融公司都要提高自身盈利能力的穩(wěn)定性來吸引公司的甚至是散戶的合作。機會成本的大小表示契約關(guān)系的強弱，轉(zhuǎn)換成本越大對資金穩(wěn)定性的不利影響越大。信任度的大小對商業(yè)銀行資金網(wǎng)絡(luò)穩(wěn)定性的作用非常明顯。也就是說，在現(xiàn)實經(jīng)營中，銀行需要提高獲取金融公司營業(yè)信息的成本，獲取準確的信息，進行正確的投資，進而保證資金鏈的穩(wěn)定。 通過進一步的分析，發(fā)現(xiàn)在復(fù)雜資金網(wǎng)絡(luò)中，節(jié)點度大的點更易于聚集，也就是網(wǎng)絡(luò)存在同配性。并且發(fā)現(xiàn)新加入的節(jié)點更易于與度大的節(jié)點連接。因此在現(xiàn)實經(jīng)營中，商業(yè)銀行應(yīng)重視與資金往來多并且合作企業(yè)本身度比較大的的金融機構(gòu)的合作。根據(jù)對商業(yè)銀行復(fù)雜資金網(wǎng)絡(luò)弱連接的分析重點關(guān)注分析出的影響因素，及時發(fā)現(xiàn)異常并保持資金網(wǎng)絡(luò)的穩(wěn)定。
[Abstract]:Because of the role of commercial banks is very wide, so it will have obvious effect on the whole social and economic activities. Therefore, the commercial banks of the entire financial system and even in the national economy is still in a special and significant position. The core banking system as the financial system, the bank's research is also crucial.
With the development of economy and its development as well as the need to improve the competitiveness of the commercial banks not only operating traditional deposit and loan business, also turned to the new, non-traditional business as a financial intermediary to maintain its position, get a higher income. This also leads to a perplexing relationship between banks and their financial institutions at the same time he. Means between the banks and other financial institutions and non-financial institutions capital network is very complex, resulting in a variety of uncertain factors increased. The increasing uncertainty of the mean uncertainty of risk analysis. The risk of commercial banks at home and abroad are mostly focused on how to identify and control systemic risk, credit risk and operational risk, research the main single or infectious path problem of commercial bank risk analysis, the risk of infection, travel time, speed or influence factors near problem. In recent years, gradually through the complex network method to study the bank. The funds between commercial banks and other financial companies constitute a large and complex network. It can be analyzed by using complex network. This paper based on the complex network of all financial institutions as the commercial bank funds involved in the network into account, is not clear the factors to analyze the complex financial network properties and influencing the stability of commercial banks.
This paper is based on the theory and application of complex network, the complex financial network applied to the daily operation of commercial bank, including through the establishment of commercial banks and the internal and external network node has other financial transactions between financial enterprises, introducing the concept of complex network rich nodes homogamety and weak connection. To explore their roles in the capital of commercial banks. Through the network of complex financial network construction of commercial banks, the analysis and research of the commercial bank liquidity rules between funds between financial companies and finance companies, analysis of the existence of weak network connection and the connection strength. To analyze the influence factors and to explore the use of factor analysis and strength the structural equation model. At the same time reveals the rich node of complex financial network in the commercial bank with the distribution and properties of weak connection strength.
Through the study, the following research results and conclusions are obtained.
(1) the cost of commercial banks in complex fund network is positively related to the stability of commercial banks. The cost of commercial banks in complex fund network is negatively related to the trust degree between commercial banks and other financial companies.
(2) the stability of commercial banks and other financial companies trust between the commercial banks and the positive correlation relationship between the stability assessment of the cost of commercial banks and commercial banks can not judge the stability. Correlation between the learning cost and stability of commercial banks of the commercial bank can not judge the opportunity cost of the commercial banks and commercial banks in the negative related.
(3) the trust degree of the profitability of commercial bank products and commercial banks and other financial companies. The positive correlation between commercial banks and the new rate of commercial banks and other financial companies trust is not verified. Trust profitability of commercial banks and commercial banks and other financial companies are related.
The commercial bank's capital complex network as the research object, to explore the homogamety complex network node and weak capital rich connection strength, can find out the influence factors of commercial banks commercial banks complex financial network stability in actual operation and management. For example in the actual operation and management of commercial banks, commercial banks in the cost paid in complex financial network with the commercial banks and other financial companies trust between the degree of negative correlation. This requires commercial banks to have it with funds from the financial companies have good relations of cooperation, and not involved in the contract for breach of contract or the amount of compensation is good, cost is higher, the lower the confidence, is not conducive to capital the stability of the commercial banks. Commercial banks also exist the phenomenon of complex strongly connected capital network, which means that commercial banks should not only focus on their capital chain also stability. To focus on the nature of the enterprise itself and similar financial companies. In real business, commercial banks should consider the payment of costs, operating costs are not as small as possible, in order to ensure the stability of products and service of commercial bank profitability, banks need to improve in order to take investment banking stability cost and time cost. Trust is a commercial bank to partner the profitability and the subsequent development of trust. It is said that in reality, in order to improve the competitiveness of banks and financial companies are to improve the stability of its profitability to attract companies even retail cooperation. The size of the opportunity cost that the contract relationship between the strength, the greater the cost of conversion adverse effects on the stability of the capital is greater. The size of the role of trust fund network the stability of commercial banks is very obvious. That is to say, in real business The bank needs to improve the cost of obtaining the business information of the financial companies, obtain accurate information, make the correct investment, and then ensure the stability of the capital chain.
Through further analysis, found in complex financial network, node degree is large point more easily gathered, also is the network are homogamety. And found the new nodes more easily connected with the node degree is large. So in real business, commercial banks should pay more attention and money exchanges and cooperation of the enterprise itself large financial institutions cooperation. According to the commercial bank to analyze the influencing factors of complex financial network weak focus on the analysis of the connection of the timely detection of abnormal capital and maintain the stability of the network.

【學(xué)位授予單位】：中國海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33;F830.42

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