英文标题：
《Identifying relationship lending in the interbank market: A network
approach》
---
作者：
Teruyoshi Kobayashi, Taro Takaguchi
---
最新提交年份：
2018
---
英文摘要：
Relationship lending is broadly interpreted as a strong partnership between a lender and a borrower. Nevertheless, we still lack consensus regarding how to quantify the strength of a lending relationship, while simple statistics such as the frequency and volume of loans have been used as proxies in previous studies. Here, we propose statistical tests to identify relationship lending as a significant tie between banks. Application of the proposed method to the Italian interbank networks reveals that the fraction of relationship lending among all bilateral trades has been quite stable and that the relationship lenders tend to impose high interest rates at the time of financial distress.
---
中文摘要：
关系型贷款被广泛理解为贷款人和借款人之间的牢固伙伴关系。尽管如此，对于如何量化借贷关系的强度，我们仍然缺乏共识，而在以前的研究中，贷款的频率和数量等简单统计数据被用作代理。在这里，我们建议进行统计测试，以确定关系型贷款是银行之间的重要纽带。将拟议方法应用于意大利银行间网络表明，关系贷款在所有双边交易中所占比例一直相当稳定，关系贷款人往往在发生金融危机时实施高利率。
---
分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Trading and Market Microstructure 交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
--
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--

---
PDF下载：
-->