银行系统性风险的传染模型研究

传染效应是银行系统性风险的核心问题。本文通过构建经济模型,研究了一个封闭银行系统以及银行间市场的银行系统性风险的传染机理。研究结论显示,银行系统性风险具有传染与扩散效应,这种传染与扩散效应具有自放大性,并最终可能使银行系统失去基本功能。

Contagion effect is the key problem of the Banking Systemic Risk（BSR）.The contagion mechanism of BSR in a close banking system as well as in a inter-banking market has been studied through building economic models.The conclusion is that BSR has contagion and diffusion effect that has self- magnification and can make the banking system lose its basic function in the end.