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经济波动、不良贷款与银行业系统性风险
引用本文:李麟,索彦峰.经济波动、不良贷款与银行业系统性风险[J].国际金融研究,2009(6).
作者姓名:李麟  索彦峰
作者单位:浦发银行总行战略发展部;复旦大学;浦发银行;
摘    要:在全球经济变动及宏观经济不确定性增强的背景下,中国经济波动的信贷周期及银行亲周期性的双重特征极易触发银行业的系统性风险。本文以经济波动与不良贷款的关系为切入点,采用时间序列分析方法系统地研究了上述问题并证明了二者之间的因果关系。基于研究结论,本文提出了研究、评估经济波动对银行业的潜在影响、审慎使用信用风险模型、实施差别化的调控政策、推进银行战略转型等政策建议,以有效预防银行业的系统性风险。

关 键 词:经济波动  不良贷款  信贷周期  系统性风险  

Economic Fluctuations,Non-performing Loans and Systemic Risk of the Banking
Li Lin Suo Yanfeng.Economic Fluctuations,Non-performing Loans and Systemic Risk of the Banking[J].Studies of International Finance,2009(6).
Authors:Li Lin Suo Yanfeng
Institution:Li Lin Suo Yanfeng
Abstract:Under the backgrounds of the global economic fluctuations and the uncertainty of macro-economy,the double feature of China's economic fluctuations in credit cycle and pro-cyclical will easily trigger a systemic risk for banking.In this paper,we focus on the relationship between economic fluctuations and non-performing loans,using time series analysis method to prove the casual link between them.In order to contain a banking's systemic risk,we put forth some suggestions. For example,we should assess the econ...
Keywords:Economic Fluctuations  Non-performing Loans  Credit Cycle  Systemic Risk  
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