Analysis of Japanese banks' historical tree diagram
Analysis of Japanese banks' historical tree diagram
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DOI：
10.1016/j.physa.2007.04.098
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发表时间：
2007-09-01
影响因子：
3.3
通讯作者：
Takayasu, Misako
中科院分区：
文献类型：
--
作者：
Ueno, Hiromichi;Mizuno, Takayuki;Takayasu, Misako
本文利用日本银行家协会“银行家图书馆”的日本银行数据库中的历史数据，对1868年至2006年间的银行历史网络进行了分析。首先，我们用一个粒子来定义每年一家银行，并用树形图结构画出合并、分立、成立、倒闭的时空演化过程。我们发现，树木流域的分布、实际数据的大小与模拟结果基本吻合。其次，对国家国会图书馆收集的银行财务报表原始数据进行了分析。我们证实，存款的数量分布每年都是厚尾的，但与政府政策有关的偏差很小。(C)2007 Elsevier B.V.保留所有权利。
By using the historical data from the Japanese banks' database at "The Bankers Library" of Japanese Banker Association, we analyze the historical network of banks from 1868 to 2006. Firstly, we define a bank every year by a particle and draw a space-time evolution process of merger, division, establishment, and failure by a tree diagram structure. We found that the distribution of the tree basin size of real data and simulation result are mostly fitting well. Secondly, we analyze the raw data of financial statements of banks collected by the National Diet library. We confirm that the distributions of the amount of deposits have fat-tail every year, however, small deviations are observed relating to governmental policy. (C) 2007 Elsevier B.V. All rights reserved.