Research of Financial Supernetwork Model with Several Influencing Factors

In this paper, we present a financial supernetwork model with several influencing factors. It consists of 3 tiers: agents with sources of funds, intermediaries and consumers at the demand market. Every decision-maker wants to optimize their objective function and are faced with two criteria (maximize profit and minimum risk). In the model, the decision-makers compete within a tier and cooperate between tiers to optimize the whole financial supernetwork. In particular, we add three influencing factors which have an impact on decision making to the financial supernetwork. On this base, the optimality conditions for the agents with sources of funds, intermediaries and consumers at the demand market are established respectively using the variational inequalities. Then we describe the optimization situation for the financial super-network model. Finally, an example is provided to illustrate the rationality of the supernetwork model.