系统性金融风险测度、发展和演变:一个综述  

Overview of Systematic Financial Risk Measurement,Development and Evolution Measuring Systemic Financial Risk

作　　者：孙树强[1] 

机构地区：[1]中国人民银行沈阳分行

出　　处：《金融市场研究》2020年第10期13-28,共16页Financial Market Research

摘　　要：防止发生系统性金融风险是金融工作的永恒主题。2007—2009年全球金融危机后,各国将防范系统性金融风险作为重要政策目标,构建宏观审慎政策框架来平抑金融周期波动,抑制系统性金融风险的发展和演变。本文对研究系统性金融风险的国内外文献进行总结梳理,并侧重于我国系统性金融风险的发展和演变,从而对系统性金融风险的测度及演变勾勒出一个大概轮廓,以对系统性金融风险的理解和认识有所助益。Since the global financial crisis,the prevention of systemic financial risks has been an important policy goal.Authorities established a macro-prudential policy framework to suppress financial cycle fluctuations and restrain the development and evolution of systemic financial risks.This article summarizes domestic and foreign literature on systemic financial risk and examines the development and evolution of systemic risk in China.

关 键 词：系统性金融风险 银行 债务 房地产 

分 类 号：F832[经济管理—金融学]