国有商业银行风险测度与混业经营模式选择

发布时间：2018-05-06 18:45

本文选题：系统性风险 + 金融安全　；参考：《统计与决策》2017年09期

【摘要】：在中国推行金融业混业经营的情景下,金融风险也在不断累积并逐渐加大,银行系统的稳健性在金融安全中占有核心的地位。文章通过公开市场数据,采用系统性风险期望损失方法度量了上市银行在国际金融危机前后的风险累积程度及贡献率。阐述了系统性风险传导路径以及国有商业银行混业经营的目标及优选模式。
[Abstract]:Under the situation of carrying out mixed operation of financial industry in China, the financial risk is accumulating and gradually increasing, and the stability of banking system plays a key role in financial security. Based on the open market data, this paper measures the risk accumulation degree and contribution rate of listed banks before and after the international financial crisis by using the method of systemic risk expectation loss. This paper expounds the transmission path of systemic risk and the target and optimal mode of mixed operation of state-owned commercial banks.
【作者单位】：北京交通大学经济管理学院;
【基金】：教育部专项任务基金资助项目(B09C1100020)
【分类号】：F832.33

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