论文标题
ICONVIZ：交互式视觉探索网络保证贷款的默认传染风险
iConViz: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans
论文作者
论文摘要
从商业银行获得贷款时，企业集团可以互相保证并形成复杂的网络。在经济放缓期间，公司违约可能会像病毒一样扩散，并导致大规模违约甚至系统的金融危机。为了帮助金融监管机构和银行管理与网络贷款相关的风险，我们确定了默认传染风险，制定预防措施的关键问题，并确定了Iconvis，这是一种交互式视觉分析工具，可促进闭环分析过程。制定了一种新颖的财务指标，即传染效应，以量化这种网络中保证链的感染后果。基于此指标，我们设计并实施了一系列新颖和协调的观点，以解决财务问题的分析。专家使用现实世界的财务数据评估了系统。拟议的方法使从业者避免了以前的临时分析方法并将常规资本协议的覆盖范围扩展到银行业。
Groups of enterprises can serve as guarantees for one another and form complex networks when obtaining loans from commercial banks. During economic slowdowns, corporate default may spread like a virus and lead to large-scale defaults or even systemic financial crises. To help financial regulatory authorities and banks manage the risk associated with networked loans, we identified the default contagion risk, a pivotal issue in developing preventive measures, and established iConVis, an interactive visual analysis tool that facilitates the closed-loop analysis process. A novel financial metric, the contagion effect, was formulated to quantify the infectious consequences of guarantee chains in this type of network. Based on this metric, we designed and implement a series of novel and coordinated views that address the analysis of financial problems. Experts evaluated the system using real-world financial data. The proposed approach grants practitioners the ability to avoid previous ad hoc analysis methodologies and extend coverage of the conventional Capital Accord to the banking industry.
