Research On Risk Infection And It's Immunity Strategy Of Bank Based On Complex Network

The subprime mortgage crisis,which began in the United States in 2007,has dealt a huge blow to the financial systems and economic environment of the world.In this crisis,the bankruptcy of Lehman Brothers became the source of the crisis,and the omission of the US government in the outbreak of the crisis also led to controversy over its liberal policy.Today,the crisis seems to have been a long time,but the world economy seems to still not recover from the crisis,especially emerging economies are still facing domestic and international economic and financial environment changes a huge challenge.Especially for the banking industry,as the core of the financial industry,the bank connected to the real economy and the core of the virtual economy intermediary.The stability of the banking system has been widespread concern.In the crisis,the bank as the core of the financial industry in the economic downturn environment,the same face a decline in profitability,industry risk and other issues.Banks have created intricate business funding links through such channels as the interbank market,and it is this complex link that makes the financial system a "robust and fragile" feature.In view of this,it is necessary to study the process of bank risk in the complex network of financial system,to study the law of bank risk transmission and related immune strategies in complex network structure.This is for the banking system participants to raise awareness of the risk of bank infection,to deepen the understanding of the banking network structure,maintaining the stability of the banking system,the stability and healthy development of the economy is important.This paper introduces the basic theory of complex network,analyzes the definition and transmission channel of bank risk infection,and constructs the bank weighted scale network based on the characteristics of real bank network.The SIS model in the virus propagation model is used to study the rationality of the risk transmission problem in the bank network.It is considered that the SIS model is more suitable for the reality network than the SIR model.On the basis of SIS model,this paper improves the risk propagation rules with the law of bank risk infection,which makes the simulation research more practical significance.Through the control of the relevant variables to analyze the complex network of bank risk transmission law.And draws a conclusionthat it can reduce the speed of bank risk transmission and control the scale of risk transmission by reducing the potential risk transmission rate and improving the crisis cure rate.In this paper,two immune strategies are introduced in the SIS model.Based on the bank-weighted scale-free network and the risk-propagation rules constructed in this paper,the effectiveness of various risk-taking strategies is studied by means of simulation.It is considered that the maximum immune strategy can be effective in the bank scale-free network Control the size and speed of the risk of bank infection.Only a small number of nodes in the network to implement immunity,you can achieve the purpose of eliminating the risk of proliferation.