我国银行业系统性风险传染机制——基于SIRS模型分析  

Research on SystemicRisk in Chinese Banks Based ona SiRS Model

作　　者：李林文 钱东平 谢益 LI Linwen;QIAN Dongping;XIE Yi(College of Economics and Business Administration,Chongqing University;Chongqing Supervision,Bureau of the State Administration of Financial Supervision;Chongqing Municipal Branch,People's Bank of China;Bank of Chongqing)

机构地区：[1]重庆大学经济与工商管理学院 [2]国家金融监管总局重庆监管局 [3]中国人民银行重庆市分行 [4]重庆银行小企业信贷中心风险管理部

出　　处：《金融市场研究》2025年第4期120-128,共9页Financial Market Research

基　　金：国家社科基金西部项目“新时代我国金融高水平开放背景下国际金融市场极端风险溢出、传染与应对研究”(22XJY007)。

摘　　要：银行业是金融业的核心,研究其系统性风险传染性对维护金融稳定具有重要意义。本文在剖析银行业系统性风险内涵与特征的基础上,运用SIRS模型来分析银行业系统性金融风险的传染效应,分析初始高风险机构数量和风险处置时间对风险最终严重程度的影响,以探讨风险早发现与早处置对银行系统性风险传染的影响,并从防范风险传染、维护金融稳定的角度提出了政策建议。The banking sector is the core of the financial industry,and the study of its systemic risk has great significance for maintaining financial stability.This paper analyzes the essential characteristics of systemic risk in the banking sector from a theoretical perspective.It modifies a SIRS model by introducing banking-related variables,so as to analyze the rules of risk contagion in the banking industry.Lastly,it puts forward policy suggestions from the perspective of preventing risk contagion and maintaining financial stability.

关 键 词：银行业 系统性风险 SIRS模型 

分 类 号：F832.1[经济管理—金融学]