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Identifying influential financial stocks using simulation with a two-layer network.

Shiqiang Lin1,2,3, Hairui Zhang1,2

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Financial contagion risk is amplified by mutual fund fire sales, especially in low liquidity markets. Identifying systemically important financial institutions is key to mitigating these risks in China.

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Area of Science:

  • Financial economics
  • Network science
  • Systemic risk analysis

Background:

  • Stock market contagion effects arise from risk spillovers between individual stocks.
  • Mutual fund fire sales, driven by overlapping portfolios, can exacerbate contagion and lead to stock price spirals.
  • Understanding systemic risk is crucial for financial market stability.

Purpose of the Study:

  • To simulate the downward spiral phenomenon in Chinese financial stocks using a two-layer network structure.
  • To identify influential financial stocks based on their induced systemic risks.
  • To analyze the impact of stock liquidity and fund holding concentration on systemic importance.

Main Methods:

  • Simulation of a downward spiral phenomenon for Chinese financial stocks.
  • Application of a two-layer network structure to model interdependencies.
  • Identification of systemically important financial institutions based on induced systemic risk.

Main Results:

  • Stock liquidity and fund holding concentration are critical factors in determining systemically important financial institutions.
  • The study confirms "too-big-to-fail" and "too-interconnected-to-fail" characteristics in the Chinese financial market.
  • A more sensitive flow-performance relationship in mutual funds amplifies contagion risk by 41%.

Conclusions:

  • Low market liquidity significantly amplifies contagion risk, increasing it by 160%.
  • Findings highlight the importance of considering fund behavior and market liquidity in managing systemic risk.
  • Policy interventions should address liquidity and interconnectedness to enhance financial market resilience.