Research on the Risk Contagion Effect between the Network Structure and Commercial Banks - Based on the Data of 25 Banks' Inter-bank Lending

Based on the network structure model, this paper studies the risk contagion of central banks under malicious attacks. Based on this, we first select the inter-bank lending data of 25 commercial banks, use the matrix method to construct the inter-bank lending matrix and modify the matrix, draw the network structure diagram, and analyze the network node degree and network core structure. Finally, we simulate the risk contagion effect between the whole banks when the core layer banks are maliciously attacked, and analyze the retention rate of transaction scale in the network. The research results show that the 25 banks are divided into three hierarchical network structures, and the central layer banks occupy the main position. The malicious attacks on the central banks have a huge impact on the entire inter-bank network, and the transaction scale retention rate is only about 10%. The empirical results provide a theoretical basis for the financial regulatory authorities to formulate policies to prevent and control financial risks.