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基于SIRS模型,研究大金融科技公司的风险传染机制
Yutong Li1, Zhongming Tan1, Chenyu Huang1
1School of Finance and Economics, Jiangsu University, Zhenjiang, Jiangsu, China.
PloS one
|September 8, 2023
概括
金融技术 (金融科技) 公司正在创建新的网络,在这些网络中,风险可以扩散. 积极的措施,如早期预警系统和更强大的风险管理,对于控制金融科技风险至关重要.
科学领域:
- 金融经济学 金融经济学
- 网络科学 网络科学
- 风险管理 风险管理
背景情况:
- 金融技术 (金融科技) 公司与传统金融机构的整合创造了"新关系网络".
- 大型金融科技公司的快速增长增加了金融风险在该网络中传播的可能性.
研究的目的:
- 分析和模拟大型金融科技风险的风险传染机制.
- 评估不同干预策略的有效性,以减轻金融科技金融风险.
主要方法:
- 使用SIRS (易感-感染-恢复-易感) 流行病模型进行风险传染模拟.
- 分析了金融风险在新关系网络中的分布.
主要成果:
- 当受感染公司数量超过定义的值时,金融科技风险就会扩散.
- 加强风险预警,管理,缓冲和阻止能力可以减少受感染的公司低于值.
- 在管理大型金融科技风险方面,主动干预比事件后的反应更有效.
结论:
- 有效控制大型金融科技风险需要加强风险预防和控制措施.
- 建议包括建立风险监测和预警系统,加强风险管理能力和改善监督.
- 金融科技公司的可持续发展取决于强大的风险减缓策略.
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