银行网络结构与系统风险研究评述
刘新宇;葛扬;王茜;
摘要(Abstract)：
全球金融危机后,以系统风险监控为目标的宏观审慎监管框架逐渐在全球范围内建立起来,由于传统的系统风险理论是建立在个体金融机构传染模型基础之上的,因而对金融尾部事件引起系统风险的解释能力已经越来越弱。网络结构分析作为研究系统风险的新兴视角,将银行系统呈现出的结构特征纳入到银行系统风险的分析中,极大提高了对系统风险预测能力和解释能力。本文对国外学者理论成果的综述主要集中在如何以金融网络结构的视角和方法研究银行系统风险,旨在为我国银行系统风险控制提供参考。
关键词(KeyWords)： 网络结构;系统风险;系统重要性银行
基金项目(Foundation):
作者(Authors): 刘新宇;葛扬;王茜;
DOI: 10.16091/j.cnki.cn32-1308/c.2016.02.023
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