担保链危机的传染机制 |
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担保链危机的传染机制 The infection mechanism of the guarantee chain crisis 发布时间：2011-08-12 浏览量：35 收藏数：0 评论数：0 总览 评价 张泽旭1， 李鹏翔2*， 郭菊娥2 （ 1、西安交通大学管理学院； 2、西安交通大学管理学院，西安 710049； ）
摘要： 定义了担保链危机的概念，将现实经济体中企业之间的担保代偿关系抽象成担保链模型，分析了担保链危机的传染过程，发现担保链危机发生一级近邻传染、二级近邻传染、停止传染的临界条件与企业担保调整后的资产负债率有关。建立了担保链危机传染模型，发现触发担保链危机发生一级近邻传染的临界条件、继续传染的临界条件和危机停止传染的条件与企业对外担保金额有关。该模型有助于监管机构用资产负债率和对外担保金额两个指标对担保链中的企业进行风险预警，防止和减少危机的扩散，对促进区域经济可持续发展和金融繁荣稳定具有积极作用。
关键词： 担保链危机；传染机制；传染模型 ZHANG Zexu1， LI Pengxiang2*， GUO Ju'e2 （ 1、The School of Management,Xi'an Jiaotong University； 2、The School of Management,Xi'an Jiaotong University,Xi'an 710049； ）
Abstract： Define the concept of the guarantee chain crisis. Abstract the relationship of the enterprises' guarantee in real economy into guarantee chain model, analyzing the infecting process of the guarantee chain crisis, finding that the critical condition of level 1 neighbor infection, level 2 neighbor infecting and stopping infecting of the guarantee chain crisis has relationship to the asset-liability ratio after adjusting with guarantee. Establish the guarantee chain model, finding that the condition triggering level 1 neighbor infection, continuing to infect and stopping infecting of the guarantee chain crisis has relationship to the enterprise's guarantee amount to other enterprises. The model helps the regulators to warn the risk by two indexes which are asset-liability ratio and the external guarantee amount, preventing and reducing the infecting of the crisis, having positive effect to promote regional sustainable economic development and financial stability.
Keywords： guarantee chain crisis; infection mechanism; infection model
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