关键词: 银行同业间网络,度分布,权分布,聚集系数

Abstract: Aimed at the consensus that the network structure will significantly influence risk contagion, this paper chooses interbank institutions as the research object. By making use of the data of interbank assets and interbank debts of 98 banks’ interbank institutions from 2007 to 2012, it constructs a China’s interbank network. The results of the empirical analysis show that the in-degree and out-degree distributions and the weight distribution are all presenting power-law distribution characteristics, which belongs to the scale-free network. Among them, such banks as BOC, ICBC, CCB, and ABC have higher in-degree and out-degree. The interbank assets/core assets and the interbank debt/core assets of the joint-stock commercial banks are as high as more than 4 times, which means they have weaker ability to absorb losses and the default risk is higher. In addition, interbank network has a higher clustering coefficient. These can provide some enlightenments for the management of interbank default risk contagion.

Key words: interbank network; degree distribution; weight distribution; clustering coefficient