| 基于风险转移模型的次贷危机传导研究 |
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| 引用本文： | 魏遥,雷良海.基于风险转移模型的次贷危机传导研究[J].经济问题,2009(3). |
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| 作者姓名： | 魏遥 雷良海 |
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| 作者单位： | 上海理工大学管理学院;阜阳师范学院经济与商业学院; |
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| 基金项目： | 上海市教委重点学科建设资助项目“经济系统运行理论与政策”(J50504);;安徽省教育厅人文社科资助项目“我国产融集团发展中的协同机制与协同风险研究”(2008sk390) |
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| 摘 要： | 利用金融体系风险转移模型及其对风险分担和金融稳定性的影响的理论分析了美国次贷危机中的风险分担和风险传导。分析表明,银行体系的激进性贷款行为和恶意转移风险的道德风险促成了次贷危机的生成与传导;而金融市场的衍生产品创新在转移和分散风险的同时,也放大了美国次贷危机的风险。
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| 关 键 词： | 风险转移模型 风险分担 次贷危机传导 |
Research on Transmission of Subprime Mortgage Crisis with Risk Transfer Model |
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| WEI Yao,LEI Liang-hai.Research on Transmission of Subprime Mortgage Crisis with Risk Transfer Model[J].On Economic Problems,2009(3). |
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| Authors: | WEI Yao LEI Liang-hai |
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| Institution: | 1.School of Management;Shanghai University of Science & Technology;Shanghai 200093;China;2.Department of Economics & Business;Fuyang Normal University;Fuyang 236041;China |
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| Abstract: | This paper analyses the risk transmission and risk-sharing of U.S.subprime mortgage crisis by a model of financial crisis' transfer and the impact to financial stability.The analysis indicates that credit expansion arbitrarily and moral hazard of malicious risk transfer in the system of bank leads to the formation and transmission of U.S.subprime mortgage crisis,the derivative product innovation of the financial market enlarges the risk of U.S.subprime mortgage crisis when it transfers risk as well as separ... |
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| Keywords: | risk transfer model risk-sharing subprime mortgage crisis transmission |
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