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摘要翻译：
本文提出了一种理解商业银行与上市公司之间信贷关系的新方法，并用这种方法考察了1980-2005年间日本信贷网络结构的时间变化。在每一年，信贷网络被视为一个加权二分图，其中边对应于关系，权重指贷款数量。信贷供给的减少影响作为债务人的企业，而企业的破产影响作为债权人的银行。为了量化银行和企业之间的依赖和影响，我们提出了一组银行和企业的得分，该得分可以通过求解一个由信用网络权重决定的特征值问题来计算。利用随机二部图的零假设，我们发现几个最大特征值和相应的特征向量是显著的，得分可以定量地描述信贷网络在25年内的稳定性或脆弱性。
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英文标题：
《Structure and temporal change of the credit network between banks and
large firms in Japan》
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作者：
Yoshi Fujiwara, Hideaki Aoyama, Yuichi Ikeda, Hiroshi Iyetomi, and
Wataru Souma
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最新提交年份：
2009
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分类信息：
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
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一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year, the credit network is regarded as a weighted bipartite graph where edges correspond to the relationships and weights refer to the amounts of loans. Reduction in the supply of credit affects firms as debtor, and failure of a firm influences banks as creditor. To quantify the dependency and influence between banks and firms, we propose a set of scores of banks and firms, which can be calculated by solving an eigenvalue problem determined by the weight of the credit network. We found that a few largest eigenvalues and corresponding eigenvectors are significant by using a null hypothesis of random bipartite graphs, and that the scores can quantitatively describe the stability or fragility of the credit network during the 25 years.
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PDF链接：
https://arxiv.org/pdf/0901.2377
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