Abstract：In order to explore the effect of network structure and shadow banking on systematic risks, this paper introduces shadow banking and constructs a dynamic interbank network system model considering different interbank network structures based on the complex network and evolving balance sheet model. The results show that shadow banks are the main carriers of risk contagion, and the banking system with shadow banking has high systematic risk and the systemic risk is closely related to the interbank network structure; relatively concentrated scale-free and small-world networks are more likely to spread risks. Scattered random networks can mitigate risk contagion, but too strong external shocks will make the mitigation ineffective.
潘弘杰, 范宏. 考虑网络结构的影子银行与银行系统稳定性研究[J]. 复杂系统与复杂性科学, 2023, 20(1): 41-48.
PAN Hongjie, FAN Hong. Research on Shadow Banking and Banking System Stability Considering the Network Structure. Complex Systems and Complexity Science, 2023, 20(1): 41-48.
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