宏观金融风险测度:方法、争论与前沿进展

被引：6

作者：

王博

齐炎龙

机构：

[1] 南开大学经济学院金融学系

来源：

经济学动态 | 2015年 / 04期

关键词：

宏观金融风险; 系统性风险; 金融脆弱性; 金融传染;

D O I：

暂无

中图分类号：

F831.59 [金融危机];

学科分类号：

摘要：

自2007年美国爆发金融危机以来,宏观金融风险测度成为业界及学界关注的重要议题。全球金融危机的爆发源于对金融风险的管控失效,而金融危机的治理需要重新认识及测度宏观金融风险。本文主要基于对本次金融危机后有关宏观金融风险的测度理论、方法与争论进行分析及总结,进而从金融脆弱性、系统性风险和金融传染三个角度对宏观金融风险的测度相关文献进行系统梳理,并就宏观金融风险测度方法的未来发展方向进行展望。

引用

页码：149 / 158

页数：10

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