摘要翻译：
银行间网络中的银行不能评估与向网络中的其他银行贷款相关的真实风险，除非它们对所有其他银行的风险有充分的信息。这些风险可以通过使用中央银行可用的银行间负债网络的网络度量标准（例如DebtRank）来估计。通过一个简单的基于agent的模型，我们证明了通过使单个节点（银行）的负债对所有节点可见来增加透明度，并通过实施简单的激励方案来减少从系统风险节点的同业拆借，可以显著降低金融网络中的系统风险。这种激励机制是一种有效的监管机制，它不会降低金融网络的效率，而是以自组织的临界方式促进系统内风险的更均匀分布。我们证明了系统风险的降低在很大程度上是由于透明系统中级联故障的大量减少。从技术角度来看，在实际金融网络中实施这种最低限度的监管方案应该是可行的。
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英文标题：
《DebtRank-transparency: Controlling systemic risk in financial networks》
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作者：
Stefan Thurner and Sebastian Poledna
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最新提交年份：
2013
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
  Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the other banks. These risks can be estimated by using network metrics (for example DebtRank) of the interbank liability network which is available to Central Banks. With a simple agent based model we show that by increasing transparency by making the DebtRank of individual nodes (banks) visible to all nodes, and by imposing a simple incentive scheme, that reduces interbank borrowing from systemically risky nodes, the systemic risk in the financial network can be drastically reduced. This incentive scheme is an effective regulation mechanism, that does not reduce the efficiency of the financial network, but fosters a more homogeneous distribution of risk within the system in a self-organized critical way. We show that the reduction of systemic risk is to a large extent due to the massive reduction of cascading failures in the transparent system. An implementation of this minimal regulation scheme in real financial networks should be feasible from a technical point of view.
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PDF链接：
https://arxiv.org/pdf/1301.6115