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金融部门系统性风险监管的若干思考 被引量:4

New Thoughts on Regulation of Systematic Risk of Financial Sector
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摘要 公共部门对金融部门的风险监管主要是控制金融部门通过隐性担保向公共部门转移的风险。在对隐性担保传递的风险进行度量的基础上,公共部门可以建立风险准备金并构造公共部门风险准备金制度。 As the financial opening up of every economic sector is deepening,the importance of regulation of systematic risk of financial secto increases.This paper provides a research on regulation of systematic risk of financial sector.It uses macro financial engineering framework to analyze macro-prudential regulation.Based on the systematic quantitative measure of financial risk,it suggests that a public sector risk reserve systems might be built.
作者 宋凌峰
出处 《武汉大学学报(哲学社会科学版)》 CSSCI 北大核心 2009年第4期443-446,共4页 Wuhan University Journal:Philosophy & Social Science
基金 教育部2007年度哲学社会科学研究后期资助重大项目(07JHQ0003)
关键词 系统性风险 宏观审慎监管 宏观金融工程 金融部门 systematic risk management macro prudential regulation macro financial engineering
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参考文献2

  • 1叶永刚,宋凌峰.宏观金融工程论纲[J].经济评论,2007(1):89-93. 被引量:16
  • 2Robert C. Merton. The financial system and economic performance[J] 1990,Journal of Financial Services Research(4):263~300

二级参考文献6

  • 1Allen, M., Rosenberg, C.,Keller, C.,Setser, B. and Roubini, N., 2002. "A Balance Sheet Approach to Financial Crisis."IMF Working Paper 02/210.
  • 2Gray, D. F. ; Merton, R. C. and Bodie, Z., 2003. "A New Framework for Analysing and Managing Macrofinancial Risks of an Economy." IMF Risk Working Paper 01/03.
  • 3Finnerty, John D., 1988. " Financial Engineering in Corporate Finance: An Overview. " Financial Management, Winter 1988.
  • 4马歇尔,班赛尔.《金融工程》,中文版,北京,清华大学出版社,1998.
  • 5叶永刚.《金融工程概论》,武汉,武汉大学出版社,2001.
  • 6Saunders, A. and Millon, M., 2003. Financial Institutions Management: A Risk Management Approach. McGraw- Hill.

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