基于事件的动态银行网络经济异常探测
Event-Based Dynamic Banking Network Exploration for Economic Anomaly Detection
摘要：
金融体系问题的不稳定性可能引发银行倒闭，引发溢出效应，并产生传染效应，对金融体系产生负面影响，最终影响经济。这种现象是银行交易高度互联的结果。银行交易网络被认为是金融架构的骨干。银行之间的强关联性加剧了蔓延到整个银行网络的传染性破坏，并引发整个系统的崩溃。到目前为止，金融不稳定通常是用宏观方法来检测的，主要是不受控制的交易赤字和未偿还的外债。本研究从另一个角度提出金融不稳定性的检测，即从宏观角度对银行网络结构进行全局性的探索，从微观角度对银行网络的细节模式进行研究。网络三元基序模式作为一种面额，以检测金融不稳定。与不稳定期相关的最相关的网络三元基序变化被确定为检测器。本文结合印尼开斋节这一重大宗教活动，探讨金融不稳定现象下的银行网络行为。我们发现了一个主题模式作为金融不稳定的潜在检测器。本文的研究有助于为金融体系稳定监管提供理论支持。
英文摘要：
The instability of financial system issues might trigger a bank failure, evoke spillovers, and generate contagion effects which negatively impacted the financial system, ultimately on the economy. This phenomenon is the result of the highly interconnected banking transaction. The banking transactions network is considered as a financial architecture backbone. The strong interconnectedness between banks escalates contagion disruption spreading over the banking network and trigger the entire system collapse. This far, the financial instability is generally detected using macro approach mainly the uncontrolled transaction deficits amount and unpaid foreign debt. This research proposes financial instability detection in another point of view, through the macro view where the banking network structure are explored globally and micro view where focuses on the detailed network patterns called motif. Network triadic motif patterns used as a denomination to detect financial instability. The most related network triadic motif changes related to the instability period are determined as a detector. We explore the banking network behavior under financial instability phenomenon along with the major religious event in Indonesia, Eid al-Fitr. We discover one motif pattern as the financial instability underlying detector. This research helps to support the financial system stability supervision.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
