Research On The Vulnerability Of Listed Banks Based On The Common Loan Network

This paper uses the bank-to-corporate co-loan data of 34 listed commercial banks in China from 2013 to 2019 to construct an inter-bank co-loan network model,and analyzes the Eigen centrality,Betweenness centrality and Closness centrality and other related node attributes in the network.On the basis of attributes,the relevant financial data of the bank is used to measure the vulnerability of China’s listed commercial banks in three aspects:macro network vulnerability,meso community vulnerability and micro individual vulnerability,in order to establish a three-level vulnerability of China’s listed banking system Evaluation system to study and analyze changes in the vulnerability of China’s banking system.At the same time,it identifies the core banks,intermediary banks,central banks,network important banks,and vulnerable banks in China’s listed banking system,and on this basis,carries out the endogenous evolution and stress test of the vulnerability of the banking system,with a view to preventing financial risks for China Provide a certain reference direction for work.This article first sorted out the important theories and methods of bank vulnerability measurement and bank network construction through the literature review method,and then processed the bank-enterprise loan data through Python software to obtain the undirected pairs of inter-bank loan correlations,and then borrow Gephi software carries out the construction of the inter-bank joint loan network and the analysis of the network structure.On the basis of obtaining the relevant attributes of the node banks in the network,through factor analysis,twelve indicators are selected from seven aspects: credit risk,liquidity risk,exchange rate risk,interest rate risk,risk buffer,growth,and capital adequacy.The vulnerability of the bank is measured,and then the vulnerability of the banking community is obtained by weighting the node attributes,and finally the vulnerability of the bank network is obtained by weighting the current assets.In this way,the vulnerability of my country’s banking system is evaluated from the three levels of network,community and individual.Then,according to the existing data,the bank data forecast for the next three years is carried out through the three-index smoothing method,and the changes in the vulnerability of the banking system under the evolution of existing laws are analyzed and studied.At the same time,through the selection of macro-level exchange rate,interest rate,GDP growth rate and residents’ disposable income pressure factors,micro-level bank deposit-loan ratio pressure factors,combined with the current international and domestic economic situations,set designated pressure values,and carry out the next three aspects of China’s banking system.Stress test for changes in vulnerability in the year.The main conclusions are that the vulnerability of China’s listed banking system has been volatile since 2013.From 2014 to 2017,the vulnerability of China’s banking system continued to rise,and it continued to decline after 2017 and reached a relatively stable state in 2019;as of 2019 Three relatively stable corporate structures have been gradually formed in China’s listed banking system in 2015.The fragility changes of its internal core banks,intermediary banks and central banks have shown different characteristics;the overall importance of ranking top 1-10 and fragility top 1-10 The list of banks in China is relatively stable,and its overall vulnerability is showing a downward trend;in terms of endogenous evolution results,the vulnerability of China’s listed banking system will remain relatively stable with the vulnerability of 2019 in the next three years,but the number of vulnerable banks.According to the results of the stress test,GDP growth rate,disposable income of residents,and overall pressure have a important positive impact on the vulnerability of the banking network.The greater the pressure,the higher the vulnerability;exchange rate pressure and interest rate pressure The impacts on the three are different;the pressure of the loan-to-deposit ratio has a small impact on the above three vulnerabilities.At the same time,there are some policy suggestions for the establishment of my country’s banking supervision and financial risk early warning mechanism.