發(fā)布時間：2018-02-20 06:21

  本文關鍵詞： 信貸風險 投入產出網(wǎng)絡 行業(yè)地位系數(shù) KMV模型　出處：《當代經濟科學》2017年03期 　論文類型：期刊論文

【摘要】：近年來,我國商業(yè)銀行不良貸款率升高,信貸投放面臨著行業(yè)和客戶的選擇困難。但是,現(xiàn)階段我國仍缺乏關于行業(yè)資金投放的理論和方法。本文利用復雜網(wǎng)絡的方法研究經濟系統(tǒng)中行業(yè)的信貸風險,提出地位系數(shù)這一指標來衡量局部行業(yè)間投入產出網(wǎng)絡的對稱性。然后,考察地位系數(shù)與KMV模型中行業(yè)違約距離之間的負相關性,并根據(jù)宏觀經濟以及國家政策對低風險和高風險行業(yè)的地位系數(shù)進行對比說明。最終,提出了切實可行的政策建議。
[Abstract]:In recent years, the non-performing loan ratio of commercial banks in China has increased, and the credit supply is facing difficulties in the choice of industry and customers. At the present stage, our country still lacks the theory and method of industry capital investment. This paper uses the method of complex network to study the credit risk of the industry in the economic system. The status coefficient is proposed to measure the symmetry of the input-output network among local industries. Then, the negative correlation between the status coefficient and the default distance in the KMV model is investigated. According to the macroeconomic and national policies, the status coefficients of low risk and high risk industries are compared and explained. Finally, practical policy suggestions are put forward.
【作者單位】： 北京大學經濟學院;浙江大學寧波理工學院;
【基金】：國家自然科學基金項目“基于數(shù)據(jù)挖掘-Copula理論的銀行信貸中觀組合管理研究”(71201143)
【分類號】：F832.4
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本文編號：1518972