摘要
银行系统性风险具有潜在的巨大破坏性以及传染性,受到官方报告和学术研究高度重视。从银行系统性风险的涵义、成因、特征、识别和度量方面,对银行系统性风险相关文献进行系统梳理和回顾。银行系统性风险未来可能的研究方向是银行系统性风险测度模型或评价体系研究、银行系统性风险的损失度量研究以及银行系统性风险的应急管理研究。
Banking systemic risk is potentially devastating and infectious,which attracts the attention of official reports and academic research.This paper reviews related literature on banking systemic risk from aspects of its definition,causes,characteristics,identification and measure.The possibly future research orientation is to establish measurement models or the evaluation system of banking systemic risk,to measure the loss of banking systemic risk and study emergency management of banking systemic risk.
出处
《南京航空航天大学学报（社会科学版）》
2009年第3期29-32,共4页
Journal of Nanjing University of Aeronautics & Astronautics（Social Sciences）
基金
国家自然科学基金项目(70671025)
关键词
系统性风险
传染
风险度量
systemic risk
contagion
risk measurement
