Credit risk infection monitoring method based on network structure

Abstract

The invention provides a credit risk infection monitoring method based on a network structure, aims to solve the problem of financial market systematic risk quantification, combines stability researchresults of a complex network system which is continuously improved in recent years with a traditional financial credit theory, hopes to establish a credit risk network of the market, and fully utilizes Artificial intelligence and big data to dynamically simulate the generation and propagation of credit events and the influence on the global stability of a financial system, so the credit events can be dynamically simulated for central financial supervision institutions (including people banks, bank insurance supervision conferences and certificate supervision conferences), local financial supervision institutions (provincial and municipal financial offices) and public security system investigation departments, and a quantitative decision basis is provided for preventing systematic risks ofall levels.

Description

technical field [0001] The invention belongs to the field of financial science and technology, and in particular relates to a method for monitoring credit risk infection based on a network structure. Background technique [0002] At present, my country's economy is in a stage of rapid development, and financial market activities are becoming more and more frequent and complex. Financial institutions must be "too big to fail" and "too connected to fail". Preventing and resolving various risks in the financial field is the top priority heavy. Facing the current economic situation and potential financial crisis, the central government and its various financial regulatory agencies attach great importance to systemic risks, especially the prevention of systemic credit risks. The increasingly frequent financial activities make the connection of various economic entities closer, and even reach the effect of "a single hair can affect the whole body". For example, the US subprime mo...

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Problems solved by technology

[0005] The present invention aims to solve the problem of systematic risk quantification in the financial market. Combining the research results of the stability of complex network systems that have been continuously improved in recent years and the traditional financial credit theory, it is hoped that through the construction of market credit risk networks (Credit Risk Networks), Make full use of artificial intelligence and big data to dynamically simulate the generation and spread of credit events and their impact on the overall stability of the financial system. Municipal Financial Office) and the economic investigation department of the public security system, to prevent systemic risks at all levels and provide quantitative decision-making basis

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