CAJ | 학술논문

首先借助生物学集合种群理论构建了银行风险传染的模型；然后基于元胞自动机方法对银行风险传染的时间和空间的动态过程进行模拟，得出了影响银行风险传染的特征，提出了影响银行脆弱性传染速度的因素；最后，在具有相同的传染率和灭绝率下，对比了单点传染和三点传染到达稳定状态的时间步长。对控制银行风险传染，保持银行稳定性具有重大意义。此外，该模型不仅可以对银行系统脆弱性传染过程进行模拟和动态分析，同样也适用于研究金融系统中其他金融机构间的风险传染问题。
수선차조생물학집합충군이론구건료은행풍험전염적모형；연후기우원포자동궤방법대은행풍험전염적시간화공간적동태과정진행모의，득출료영향은행풍험전염적특정，제출료영향은행취약성전염속도적인소；최후，재구유상동적전염솔화멸절솔하，대비료단점전염화삼점전염도체은정상태적시간보장。대공제은행풍험전염，보지은행은정성구유중대의의。차외，해모형불부가이대은행계통취약성전염과정진행모의화동태분석，동양야괄용우연구금융계통중기타금융궤구간적풍험전염문제。
First, we constructed the model of bank risk contagion. Second, during time and space based on cellular automata the dynamic process of the contagion was simulated. Through analyzing the contagion feature of bank risk, we put forward the factors which influence the speed of risk contagion for the bank. Finally, under the same infectious rate and extinction rate, comparisons of time step for reaching stable state were made between single point and three points. The conclusion has great significance about controlling the contagion and holding the stability for the bank. Besides, the model could be used not only in the bank risk contagion but also in the else finance system for finance contagion.