欧洲银行业系统性金融风险测度研究

摘要随着经济全球化、金融创新的不断深化，作为金融系统重要组成部分之一的银行所处的环境越来越复杂，所面临的风险也在不断加大。本文从厘清系统性金融性风险的概念入手，讨论银行业所面临的系统性风险的特征，对于成因的不同解释，和已经有的度量方法。并且尝试反思欧洲银行业在已经有了较完备的金融监管体系的情况下，为何依然没有能够对危机提出及时的预警。并总结了中国在这样的形势下，对构建我国银行业系统性风险预警体系的启发。63984

毕业论文关键词系统性金融风险风险测度银行业

毕业论文外文摘要

Title Measurement Of Systemic Financial Risks —Based On Analysis Of The European Banking Sector

Abstract With the deepening of the economic globalization and financial innovation, banking industry, as an important part of the financial system, the environment has become increasingly complex and the risks are increasing. This paper starts with clarifying the concept of systemic financial risk to discuss the systemic risks facing the banking industry characteristics, different explanations for the causes, and some measure methods. And try to reflect on the European banking sector has been relatively complete financial regulatory system in the case, why the crisis is still not able to propose timely warning. And summarizes the Chinese in such a situation, the inspiration of the way to build China's banking systemic risk early warning system.

Keywords Systemic Financial Risks Risk Measurement Banking Industry

1 引言 1

1.1 论文研究的背景 1

1.2 论文研究的意义 1

1.3 文献综述 2

1.4 本文研究内容和框架 4

2 系统性风险的相关认识 6

1.2 对风险的认识 6

2.2 银行业系统性风险 6

2.3 银行业系统性风险的特征 8

2.4 银行业系统性风险的危害 9

3 银行业系统性风险的成因 10

3.1 金融体系脆弱性学派的理论 10

3.2 信息经济学派的理论 11

3.3 风险溢出与传染学派的理论 12

4 银行业系统性风险度量方法 13

4.1 系统性风险的测度方法 13

4.2 银行业系统性风险的测度方法 14

4.3 目前各种主要测度方法存在的缺陷 16

5 欧洲银行业不能避免危机的原因分析 17

5.1 现有模型的不足 17

5.2 商业银行风险监管的不足 17

5.3 金融当局监管的不足 18

5.4 《巴塞尔协议Ⅱ》存在的问题 18

5.5 金融创新的问题 19

6 系统性风险测度改进 19

结论 21 欧洲银行业系统性金融风险测度研究:http://www.youerw.com/jingji/lunwen_70869.html