金融系统性风险研究综述与反思

A Review of the Literature of the Financial Systemic Risk and Its Future Prospects

系统性金融危机是金融系统性风险发展到一定临界值的状态。近年来,国内外对系统性金融风险的研究进展迅速,在风险机制、理论模型、测度评估和实证研究等方面取得了丰富的研究成果。鉴于此,本文从金融系统性风险的生成机制、成因、传染路径、度量方法和防范控制方法等方面对文献进行了梳理、归纳和评述。

Systemic financial crisis is a state of financial systemic risk to a certain critical value.In recent years,domestic and foreign research on systemic financial risk has a rapid progress and has made extensive research results in the risk mechanism,theoretical models,evaluation measure and empirical research.In view of this,this article sorted,summarized and commented the literature of financial systemic risk from the formation mechanism,causes,transmission path,measurement methods and preventive control methods and other aspects of it,and analyzed the main problems of the existing research,then we prospected the future research direction to provide guidance for the further study.