金融网络书籍.pptx

金融网络：结构与功能Financial Network: Structure and Function
•Professional Risk Managers and Portfolio Managers
•Financiatheory to describe the financial system
•Methods for identifying important banks and central nodes
•Detecting core nodes and communities
•Correlation network analysis
•Methods for data reduction
•Visualizing financial networks
1. 网络介绍
: Random Network
: Free-Scale Network
: Small-Word Network
Chapter 4: Network Structure and System Risk
Chapter 5: Network Structure and System efficience
Chapter 6: Network Structure and Prudential Regualtion
Chapter 7: Network Structure and Market Discipline
Network Immunization
Network Robustness
Network Structure and Financial Product Innovation
Dynanmic Financial Network and Evolutionary Game
Chapter 8: Financial Network Index
1. Fiancial Network
Introduction to data reduction, visual analytics and intelligence amplification
•Understanding financial interlinkages
2. Network Theory
•Basic concepts and application areas
•Connectivity, communities and clustering
•Centrality and systemic importance
3. Network Analysis with FNA
•Loading data and creating networks
•Calculating network metrics and summary measures
•Visualizing networks
4. Payment and Transaction Networks
•Quantitative oversight approach
•Identifying systemically important banks
•Example Application: Oversight Monitor
5. Exposure and Counterparty Networks
•Balance-sheet interlinkages
•Identifying systemically important banks
•Example application: Exposure Monitor
6. Asset Correlation Networks
•Correlation network analysis
•Asset correlation trees and other graphs
•Example application: Asset Monitor
7. Applications of Correlation Networks
•Visualizing financial markets
•Case study: Collapse of Lehman Brothers
•Case study: LTRO operations by ECB
8. Simulations and Agent-based models
•Topology, mechanics and dynamics
•Case Study: Interbank Payment Systems
•Example Application: Payment Simulator