The Stability of Banking System with Shadow Banking on Different Interbank Network Structures

With the rapid development of financial market, outbreak systemic risk is affected by many factors, among which shadow banking considered to be essential reason cause crisis and destroy stability system. In view system, considering banking, interbank lending, complex relationships between banks, a dynamic network model with under different structures proposed. Based on model, effects ROI, investment periods, average deposit, deposit interest rate, density asset loss are studied quantitatively, sensitivity difference system networks compared analyzed. The findings indicate that spread risks banks closely related structures. relatively concentrated structure, it easier increase probability degree contagion. Under random, small-world, scale-free networks, random has strongest ability resist absorb risks, while small-world weakest. However, once suffers big shock, excessive will directly break through protection network, detonate systematic risk, banking. This study contributes future empirical research agenda topic. Moreover, gives reference for policymakers regulatory authorities prevent introduced