信用风险转移与银行体系稳定性研究

发布时间：2018-03-13 07:18

  本文选题：信用风险转移　切入点：银行稳定性　出处：《金融研究》2011年11期 　论文类型：期刊论文

【摘要】：本文通过建立理论模型研究风险资产流动性对银行持有风险资产的行为以及银行稳定性的影响。得出风险资产的流动性尽管有助于银行以较小损失变现资产,却会鼓励银行承担更多风险(即持有更多风险资产),反而会降低银行稳定性;但如果危机期间,中央银行通过公开市场操作、贴现窗口甚至直接购买风险资产的形式提高市场流动性,就能够提高银行稳定性。这就要求我国在促进信用衍生产品发展的同时有必要实施BaselⅢ,监管银行的流动性风险和提高其资本质量,引导其审慎经营。
[Abstract]:By establishing a theoretical model to study the influence of liquidity of risky assets on the behavior of banks holding risky assets and the stability of banks, this paper draws a conclusion that liquidity of risky assets can help banks realize assets with small losses. It would encourage banks to take on more risk (that is, to hold more risky assets), which would reduce bank stability; but if central banks operate through the open market during a crisis, The discount window can improve the stability of banks by increasing the liquidity of the market by buying risk assets directly, which requires that China should implement Basel 鈪，

本文编号：1605341