本文選題：系統(tǒng)性風(fēng)險 + 金融安全��； 參考：《統(tǒng)計與決策》2017年09期

【摘要】：在中國推行金融業(yè)混業(yè)經(jīng)營的情景下,金融風(fēng)險也在不斷累積并逐漸加大,銀行系統(tǒng)的穩(wěn)健性在金融安全中占有核心的地位。文章通過公開市場數(shù)據(jù),采用系統(tǒng)性風(fēng)險期望損失方法度量了上市銀行在國際金融危機(jī)前后的風(fēng)險累積程度及貢獻(xiàn)率。闡述了系統(tǒng)性風(fēng)險傳導(dǎo)路徑以及國有商業(yè)銀行混業(yè)經(jīng)營的目標(biāo)及優(yōu)選模式。
[Abstract]:Under the situation of carrying out mixed operation of financial industry in China, the financial risk is accumulating and gradually increasing, and the stability of banking system plays a key role in financial security. Based on the open market data, this paper measures the risk accumulation degree and contribution rate of listed banks before and after the international financial crisis by using the method of systemic risk expectation loss. This paper expounds the transmission path of systemic risk and the target and optimal mode of mixed operation of state-owned commercial banks.
【作者單位】： 北京交通大學(xué)經(jīng)濟(jì)管理學(xué)院;
【基金】：教育部專項任務(wù)基金資助項目(B09C1100020)
【分類號】：F832.33

【相似文獻(xiàn)】

相關(guān)期刊論文 前10條

1 鄭q，

本文編號：1853447