Research of Enterprise Project Chain Risk Element Transmission Based on Complex Network Model

Li, Cunbin; Zhang, Jianye; Li, Peng; Xia, Feng

doi:10.19026/rjaset.6.3708

Cited by 2 publications

(1 citation statement)

References 14 publications

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“…Researchers have made remarkable achievements using complex network theory to study the risk contagion mechanism. ey have mainly focused on the supply chain, the mechanism of credit risk contagion among enterprises [3][4][5], the systemic risk of the financial market, liquidity risk, and the mechanism of credit risk contagion [6][7][8][9][10]. e theories and methods regarding these aspects have been substantially revised, but there are few studies on the contagion mechanism of personal credit risk.…”

Section: Introductionmentioning

confidence: 99%

Research on Contagion and the Influencing Factors of Personal Credit Risk based on a Complex Network

Xin

Wen

Gao

et al. 2022

Discrete Dynamics in Nature and Society

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With the digital transformation of commercial banks and the online transfer of credit transactions, the relationship between credit subjects tends to be complex, and personal credit risk management is facing challenges. The contagiousness of personal credit risk and the relationship among credit subjects are poorly understood in the field of credit risk management. This study used an SEIR infectious disease model to reveal the mode and structure of associated credit risk based on the theory and method of complex networks, and it explored the status and influencing factors of associated credit risk in a scale-free network using simulation experiments. The research findings indicate that the coefficient of latency, the coefficient of risk contagion, the coefficient of direct recovery, the coefficient of latent transformation, the coefficient of immune recovery, and the structure of the association network have a significant influence on the scale and threshold of associated credit risk. This study reveals comprehensive reasons for the outbreak of credit risk clusters and provides a new perspective for financial institutions, such as commercial banks, to help them manage credit risk.

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Section: Introductionmentioning

confidence: 99%

Research on Contagion and the Influencing Factors of Personal Credit Risk based on a Complex Network

Xin

Wen

Gao

et al. 2022

Discrete Dynamics in Nature and Society

View full text Add to dashboard Cite

show abstract

Research on Enterprise Financial Risk Conduction Mechanism Based on System Dynamics

Zhang

2022

Systems

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Affected by the COVID-19 pandemic and the economic situation, many enterprises have fallen into financial crisis. In order to explore the causes of enterprise financial risk and the conduction path of risk sources, this paper starts from the theory, characteristics, and path of financial risk conduction, combines Hall three-dimensional structure and system dynamics models, establishes the path of enterprise financial risk conduction (causality graph), and combines the value-at-risk VaR model to measure the risk. Based on this methodology, a three-dimensional multiple risk interaction and dynamic–static combination of an enterprise financial risk conduction model is established, aiming at identifying the sources of financial risk in different periods and providing timely risk control countermeasures to avoid financial crises. This paper does not refine some of the indicators and takes into account the probability of different scenarios and/or the number of trigger strategies to avoid or reduce risk. In the future, refining the indicators to include considerations such as production technology will enable a more robust model of corporate financial risk conduction.

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Research of Enterprise Project Chain Risk Element Transmission Based on Complex Network Model

Cited by 2 publications

References 14 publications

Research on Contagion and the Influencing Factors of Personal Credit Risk based on a Complex Network

Research on Contagion and the Influencing Factors of Personal Credit Risk based on a Complex Network

Research on Enterprise Financial Risk Conduction Mechanism Based on System Dynamics

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