<trans-title xml:lang="en">Risk transmission between banks based on time-varying state network</trans-title>

Fig. 6. . Directed network diagram of state 1 to 4: (a) Directed network diagram of state 1 (b) directed network diagram of state 2; (c) directed network diagram of state 3; (d) directed network diagram of state 4.

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Fig. 7. Directed network diagram of state 5 to 8: (a) Directed network diagram of state 5; (b) directed network diagram of state 6; (c) directed network diagram of state 7; (d) directed network diagram of state 8.

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Fig. 8. Lending matrix relationship in different time states.

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Table 1.
Summary of commercial banks.
商业银行汇总

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Table 1.
Summary of commercial banks.
商业银行汇总

编号	银行	类型	编号	银行	类型
1	浦发银行	股份制商业银行	2	民生银行	股份制商业银行
3	华夏银行	股份制商业银行	4	招商银行	股份制商业银行
5	兴业银行	股份制商业银行	6	北京银行	地方商业银行
7	上海银行	地方商业银行	8	中国农业银行	国有商业银行
9	中国交通银行	国有商业银行	10	中国工商银行	国有商业银行
11	中国建设银行	国有商业银行	12	中国银行	国有商业银行
13	中信银行	股份制商业银行	14	平安银行	股份制商业银行
15	宁波银行	地方商业银行

Table 2. [in Chinese]

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Table 2. [in Chinese]

	状态1	状态2	状态3	状态4	状态5	状态6	状态7	状态8
状态1	1.000	0.927	0.918	0.909	0.410	0.949	0.714	0.708
状态2	0.927	1.000	0.968	0.874	0.549	0.911	0.881	0.819
状态3	0.918	0.968	1.000	0.887	0.630	0.911	0.893	0.875
状态4	0.909	0.874	0.887	1.000	0.481	0.963	0.757	0.767
状态5	0.410	0.549	0.63	0.481	1.000	0.422	0.707	0.861
状态6	0.949	0.911	0.911	0.963	0.422	1.000	0.75	0.734
状态7	0.714	0.881	0.893	0.757	0.707	0.750	1.000	0.884
状态8	0.708	0.819	0.875	0.767	0.861	0.734	0.884	1.000

Table 3. [in Chinese]
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Table 3. [in Chinese]
状态 1 2 3 4 5 6 7 8
全局相似度 6.536 6.929 7.082 6.638 5.060 6.639 6.587 6.647

Table 4.
Statistics of topological characteristics of banking state network.
银行状态网络拓扑特性统计

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Table 4.
Statistics of topological characteristics of banking state network.
银行状态网络拓扑特性统计

银行	状态1出度	状态2出度	状态3出度	状态4出度	状态5出度	状态6出度	状态7出度	状态8出度	头节点数	中心节点数
浦发	0	0	0	0	0	0	0	0	0	0
民生	1	1	1	0	0	0	0	0	3	0
华夏	0	0	0	0	0	0	0	0	0	0
招商	0	0	0	0	0	0	0	0	0	0
兴业	0	0	0	0	0	0	0	0	0	0
北京	0	0	0	0	0	0	0	0	0	0
上海	0	0	0	0	0	0	0	0	0	0
农业	0	5	1	0	0	0	0	0	0	1
交通	0	0	0	1	0	0	0	0	0	0
工商	13	0	5	11	1	12	0	0	1	4
建设	0	0	0	0	0	0	0	0	0	0
中国	0	8	7	1	13	1	13	13	0	5
中信	0	0	0	1	0	0	1	1	3	0
平安	0	0	0	0	0	1	0	0	1	0
宁波	0	0	0	0	0	0	0	0	0	0

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Lu Qiu, Guo-Yan Huang. Risk transmission between banks based on time-varying state network[J]. Acta Physica Sinica, 2020, 69(13): 138901-1

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Paper Information

Category:

Received: Feb. 14, 2020

Accepted: --

Published Online: Jan. 4, 2021

The Author Email:

DOI:10.7498/aps.69.20200221

Topics

Nuclear physics

Particles and fields

Particle and nuclear astrophysics and cosmology

Table 1. Summary of commercial banks.商业银行汇总

Table 1. Summary of commercial banks.商业银行汇总

Table 2. [in Chinese]

Table 2. [in Chinese]

Table 3. [in Chinese]

Table 3. [in Chinese]

Table 4. Statistics of topological characteristics of banking state network.银行状态网络拓扑特性统计

Table 4. Statistics of topological characteristics of banking state network.银行状态网络拓扑特性统计

Table 1.
Summary of commercial banks.
商业银行汇总

Table 1.
Summary of commercial banks.
商业银行汇总

Table 4.
Statistics of topological characteristics of banking state network.
银行状态网络拓扑特性统计

Table 4.
Statistics of topological characteristics of banking state network.
银行状态网络拓扑特性统计