系统性金融风险研究:演进、成因与监管

发布时间：2018-01-29 14:32

本文关键词： 系统性金融风险金融危机金融监管　出处：《国际金融研究》2010年07期 　论文类型：期刊论文

【摘要】：2008年国际金融危机以来,系统性金融风险监管成为国内外学术界和全球金融监管改革的一个最热门话题。然而,系统性金融风险既不是一个新概念,也不是一个新问题。本文从系统性风险的含义、演进过程、成因、监管等角度出发,对系统性风险的理论和实践进行了框架性的研究。本文认为,从人类对金融危机的认知历程看,系统性风险概念的强化和应用将极大深化人类对金融危机的认知。这一转变使金融危机从一个突发的风险事件,演变为一个监管机构可以日常持续监控的对象,使得人们有可能通过关注和评估系统性风险的严重程度动态评估金融危机的发生概率,进而采取应对之策。这将具有里程碑意义。然而,系统性风险监管知难行更难,将会经历一个不断试错的过程。
[Abstract]:Since the international financial crisis in 2008, the regulation of systemic financial risk has become a hot topic in both domestic and foreign academic circles and the reform of global financial supervision. However, systemic financial risk is not a new concept. This paper studies the theory and practice of systemic risk from the perspective of the meaning of systemic risk, evolution process, cause of formation, supervision and so on. From the human cognitive process of financial crisis, the strengthening and application of the concept of systemic risk will greatly deepen the understanding of financial crisis, which makes the financial crisis from a sudden risk event. It is possible to dynamically assess the probability of financial crisis by paying attention to and evaluating the severity of systemic risk. This would be a milestone. However, systemic risk regulation is harder to do and will go through a process of trial and error.
【作者单位】：中国银监会;
【基金】：教育部哲学社会科学重大课题攻关项目“全球新型金融危机与中国外汇储备研究”(批准号:08JZD0011)的阶段性成果之一
【分类号】：F830
【正文快照】： 引言每一次金融危机几乎都是系统性风险的爆发。2008年国际金融危机以来,系统性风险监管已经成为国内外学术界和全球金融监管改革的一个最热门话题。国际货币基金组织、国际清算银行和欧美等国政府对此高度关注,将其列为金融监管改革的重要内容,二十国集团(G20)峰会也将防范

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