系统性金融风险的测度方法比较

系统性风险的一般测量方法有矩阵模型、网络模型、违约率强度模型。次贷危机中系统性风险的测量最为重要的是由信用风险导致的系统风险和从综合化经营机构传导的系统风险。对系统性风险的测量不同的方法差别很大,每种方法都有各自的缺陷。我国银行体系的系统性风险主要来源于信贷扩张风险,因而矩阵法与网络法是适合我国现实的,矩阵法已经得以初步应用,但该方法的使用仍需进一步改进。

Comparative of Measuring Methods to Systemic Financial Risk

Systemic risk measurement methods generally includes matrix model,network model,default rates strength model.The most important factor in measurement of systemic risks in subprime mortgage crisis is credit risk caused by the systematic risk which conducted from the integrated system of risk management institutions.The measurement of systemic risk vary greatly in different ways,each method has its own flaws.Systemic risk of Chinese banking system risk mainly from credit expansion,and thus matrix method and the network method is suitable for reality.Matrix method has been initially applied in China,and still needs further improvement.