全球银行网络的领导者:对国际清算银行网络数据的分析
Anthony Bonato1, Juan Chavez Palan2, Adam Szava1
1Department of Mathematics, Toronto Metropolitan University, Toronto, Ontario, Canada.
PloS one
|October 31, 2025
概括
这项研究引入了对抗性网络模型,以确定全球银行业有影响力的国家,揭示了具有高影响力和低感染风险的"低调领导者". 它强调了某些国家,如美国和墨西哥,如何证明这一点,而其他国家则面临着更大的脆弱性.
科学领域:
- 网络科学 网络科学
- 金融经济学 金融经济学
- 国际金融 国际金融
背景情况:
- 之前对国际清算银行 (BIS) 网络的研究主要使用中心性衡量标准.
- 对抗性网络模型在分析全球银行网络时得到了有限的关注.
- 识别有影响力的国家和系统风险漏洞需要先进的网络分析.
研究的目的:
- 引入一种基于对抗网络的方法,用于定位全球银行网络中具有影响力的国家.
- 分析"低调的领导者" (影响力高,中心性低) 和"高度暴露的节点" (容易违约) 的角色.
- 用PageRank来量化国家影响力和曝光率,使用共同的邻国外 (CON) 评分.
主要方法:
- 对2000年至2015年BIS数据的分析.
- 建模国家作为节点,贷款关系作为加权,定向边缘.
- 应用共同外邻 (CON) 评分与PageRank结合来衡量影响和曝光.
主要成果:
- 确定了具有强大的影响力和低传染风险的"低调领导者" (例如,美国,墨西哥).
- 突出"高度暴露的领导者" (例如,德国,2003年后的英国),其广泛的投资组合增加了脆弱性.
- 随着时间的推移,观察到国家角色的转变,包括美国在2008年金融危机后失去低调的领导地位.
结论:
- 对抗网络方法为BIS网络中的系统性风险提供了新的见解.
- 了解"低调的领导者"和"高度暴露的节点"对于金融稳定至关重要.
- 该研究强调了全球银行体系影响力和脆弱性的动态性.
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