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摘要翻译：
欧洲主权债务危机损害了许多欧洲银行。欧洲银行的困境可能会蔓延到全球，并导致金融机构的大规模连锁违约。本研究提出一个电脑模拟模型，以分析银行无力偿债及银行信贷网中的违约风险。模拟实验再现了连锁违约，量化了银行信贷网络异质性、银行股权资本比率、大银行资本附加费对银行违约数量的影响。
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英文标题：
《Transmission of distress in a bank credit network》
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作者：
Yoshiharu Maeno, Satoshi Morinaga, Hirokazu Matsushima, Kenichi Amagai
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最新提交年份：
2012
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Computer Science 计算机科学
二级分类：Artificial Intelligence 人工智能
分类描述：Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域，除了视觉、机器人、机器学习、多智能体系统以及计算和语言（自然语言处理），这些领域有独立的学科领域。特别地，包括专家系统，定理证明（尽管这可能与计算机科学中的逻辑重叠），知识表示，规划，和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
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英文摘要：
The European sovereign debt crisis has impaired many European banks. The distress on the European banks may transmit worldwide, and result in a large-scale knock-on default of financial institutions. This study presents a computer simulation model to analyze the risk of insolvency of banks and defaults in a bank credit network. Simulation experiments reproduce the knock-on default, and quantify the impact which is imposed on the number of bank defaults by heterogeneity of the bank credit network, the equity capital ratio of banks, and the capital surcharge on big banks.
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PDF链接：
https://arxiv.org/pdf/1204.5661
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