影子银行规模与银行体系稳定性  

The Size of Shadow Bank and the Stability of Banking System

作　　者：李春红[1] 徐奎[1] 

机构地区：[1]重庆大学经济与工商管理学院,重庆400030

出　　处：《商业研究》2014年第3期40-46,共7页Commercial Research

摘　　要：本文选取1987-2012年的年度数据,从信贷需求的角度估测我国影子银行的规模;以银行危机先行指标为基础,构建银行稳定性指标BSSI来监控中国银行体系的抗冲击能力和稳定程度;模拟数据构造模型实证研究二者关系,得出影子银行发展对银行体系稳定性双重影响的结论。The paper estimated the size of the shadow bank from the perspective of credit demand by selecting annual da -ta from 1987 to 2012;we constructed index BSSI to monitor the Chinese banking system′s impact resistance and stability based on the leading indicators of the banking crisis; it simulated the data, and constructed model to do empirical re-search between them, drawing that the development of the shadow bank has had a dual impact on the stability of the banking system.

关 键 词：影子银行 商业银行体系稳定性 双重性 

分 类 号：F832[经济管理—金融学]