| 国际金融危机对我国银行体系脆弱性的冲击效应 |
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| 引用本文： | 陈守东,田艳芬,邵志高,杨东亮.国际金融危机对我国银行体系脆弱性的冲击效应[J].重庆商学院学报,2009,19(4):60-72. |
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| 作者姓名： | 陈守东 田艳芬 邵志高 杨东亮 |
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| 作者单位： | 陈守东,田艳芬,杨东亮(吉林大学,数量经济研究中心,商学院,吉林,长春,130012);邵志高(中国人民银行,长春中心支行,吉林,长春,130000) |
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| 基金项目： | 国家社会科学基金项目，教育部重大项目，吉林大学211工程项目 |
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| 摘 要： | 从流动性风险、信贷风险和汇率风险视角构建的银行体系脆弱性测度指数更具时效性；建立时变参数模型，分析国际金融危机对我国银行体系脆弱性的冲击，结果表明，国际金融危机对我国银行体系脆弱性具有明显的负向冲击。为避免我国银行体系脆弱性加剧，应从信贷风险、流动性风险和汇率风险三个角度来控制银行风险的积累；特别是在制定实施刺激经济的措施时，要避免其对我国银行体系脆弱性可能造成的不利影响。
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| 关 键 词： | 国际金融危机 银行体系脆弱性 时变参数模型 冲击效应 |
Shock Effect of International Financial Crisis on the Vulnerability of China' s Bank System |
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| CHEN Shou-dong,TIAN Yan-fen,SHAO Zhi-gao,YANG Dong-liang.Shock Effect of International Financial Crisis on the Vulnerability of China'' s Bank System[J].Journal of Chongqing Institute of Commerce,2009,19(4):60-72. |
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| Authors: | CHEN Shou-dong TIAN Yan-fen SHAO Zhi-gao YANG Dong-liang |
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| Institution: | CHEN Shou-dong1,TIAN Yan-fen1,SHAO Zhi-gao2,YANG Dong-liang1(1.School of Commerce,Quantity Economic Research Center,Jilin University,Jilin Changchun 130012,2.Changchun Central Branch,China People's Bank,Jilin Changchun 130000,China) |
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| Abstract: | Bank system vulnerability measurement index from the perspective of liquidity risk,credit risk and exchange rate risk is more time-sensitive.Based on the current international financial crisis,we build time-varying parameter model,analyze the impact of international financial crisis on fragility of China's bank system,and find that the international financial crisis has obvious negative impact on fragility of China's bank system.In order to avoid the aggravating of the fragility of the bank system,we should... |
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| Keywords: | international financial crisis fragility of bank system time-varying parameter model shock effect |
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