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银行风险早期预警的国际实践及思考 被引量:1

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摘要 当前,随着我国金融业市场化水平和对外开放程度的提高,金融机构间竞争加剧,银行体系的稳定正受到更多不确定因素的冲击,银行出现危机的可能性也不断上升。如何预警危机,提高风险识别的灵敏性和预见性,成为监管理论和实践方面的重要课题。本期"银行监管研究"栏目就"银行风险早期预警"话题进行了全方位的探讨,期望能对各地金融监管部门及广大农村金融机构了解和掌握"银行风险早期预警系统"有所助益。
出处 《中国农村金融》 2011年第1期51-54,共4页 China Rural Finance
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同被引文献14

  • 1刘春航.金融体系脆弱性评估,BLISHER框架的构建与应用.比较,2011,.
  • 2Elsinger, H. , A. Lehar, and M. Summer, 2006, "Risk Assessment for Banking Systems," Management Science, Vol. 52, No. 9, pp. 1301 -1314.
  • 3Fitch rating, 2005, "Assessing Bank: Systemic Risk: A New Product," Criteria Report.
  • 4Fitch rating, 2009, "Bank Systemic Risk Report," Special Report.
  • 5IMF, 2009, "Global Stability Report---Responding to the Financial Crisis and Measuring Systemic Risks," working paper.
  • 6Marquez J. , Canedo D. , and Jaramillo S. M. , 2009, "A network model of systemic risk : stress testing, the banking system, " Intelligent systems in accounting, finance and management, No. 16. , pp. 87 - 110.
  • 7Michiel Bijlsma, Jeroen Klomp and Sijmen Duineveld, 2007, "Systemic risk in the financial sector- A review and synthesis," working paper, No. 210.
  • 8Minderhoud K. , 2006, "Systemic risk in the Dutch financial sector," De Economist, Vol. 154, No. 2, pp. 177 - 195.
  • 9Oesterreichische Nationalbank, 2006, "Risk Assessment and Stress Testing for the Austrian Banking System--Model Documentation", working paper.
  • 10Piergiorgio Alessandri, Prasanna Gai, Sujit Kapadia, Nada Mora, and Claus Puhr, 2009, "Towards a Framework for Quantifying Systemic Stability," International Journal of Central Banking, September 5 ( 3 ).

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