This paper focuses on the risk contagion problem in the financial system,using the Eisenberg-Noe model to construct contagion variables to measure default events in the system,and explores the risk contagion effects under different scale shocks.Research has found that there is a positive correlation between the asset liability ratio and the probability of risk contagion.At the same time,when the impact scale is large,the debt default of the original node will sequentially trigger other nodes to default.The conclusion of this paper indicates that,firstly,there are multiple uncertain problems within the financial system when facing economic shocks or financial crises;Secondly,due to the high connectivity of the network structure,the default of a single financial institution may trig-ger a systemic crisis.
维普
万方数据
