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运用CISS度量中国系统性金融风险的实证研究 被引量:3

An Empirical Study on Measuring Systemic Financial Risks with CISS in China
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摘要 随着信贷周期、金融周期和实体经济相互反馈效应的不断增强,全球各经济体以及金融机构之间相互关联不断加深,其背后所蕴含的风险已不再是传统意义上的个体风险,而是综合性、全局性,并极具蔓延性质的系统性风险。本文运用欧洲中央银行专家2012年提出的一种新指数合成方法一CISS指数方法度量了我国系统性金融风险压力水平,结果显示我国面临的系统性金融风险压力总体较小,未发生真正意义上的金融危机,与我国经济金融运行情况较为吻合。 With the growing mutual feedback effect among the credit cycle,financial cycles and the real economy,the relationship between the global economy and financial institutions is deepening.The risk behind it is no longer the individual risk in the traditional sense,but it is synthetically,comprehensive systemic risk of very spread nature,this paper apply with the European central bank experts in 2012 who put forward a new synthetic method-CISS index method,to measure the pressure of systemic financial risk in our country,the result shows that the systemic financial risk pressure in our country overall smaller,not in the true sense of the financial crisis,tallies with the Chinas economic and financial operation.
出处 《金融发展评论》 2016年第4期142-154,共13页 Financial Development Review
关键词 系统性 金融风险 CISS Systemic Financial Risk CISS
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参考文献20

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