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首页> 外文期刊>Journal of Business Research >Resilience of United Kingdom financial institutions to major uncertainty: A network analysis related to the Credit Default Swaps market
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Resilience of United Kingdom financial institutions to major uncertainty: A network analysis related to the Credit Default Swaps market

机译：英国金融机构应对主要不确定性的能力：与信用违约掉期市场有关的网络分析

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摘要

The banking sector plays an important role in the UK economy as a whole, and investors are increasingly concerned about the ability of UK-based banks to withstand the consequences of major uncertainty such as the Brexit. This paper investigates the UK financial system resilience using networks of relationships related to the Credit Default Swap market. We propose a detailed descriptive analysis of the topology of the networks, and characterize the nature of relationships between financial institutions. We compare our results with theoretical network configurations (small-worlds, preferential attachments, etc.) to reveal the connection dynamics of the networks we identify. We then develop a panel analysis including variables of centrality and influence of banks in their networks. We identify prominent banks and groups of banks that could disrupt the system. Our results help identify priority areas of action by regulators and risk managers.
机译：银行业在整个英国经济中发挥着重要作用，并且投资者越来越担心英国的银行承受英国脱欧等主要不确定性后果的能力。本文使用与信用违约掉期市场相关的关系网络来调查英国金融系统的弹性。我们提出对网络拓扑的详细描述性分析，并描述金融机构之间关系的性质。我们将结果与理论网络配置（小世界，优先附件等）进行比较，以揭示我们确定的网络的连接动态。然后，我们将进行面板分析，其中包括银行网络的集中度和影响力变量。我们确定了可能破坏系统的知名银行和银行集团。我们的结果有助于确定监管者和风险管理者的优先行动领域。

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