摘要
金融开放对一国(地区)具有极其重要的影响。文章基于我国2007年至2017年的面板数据,采用ΔCoVaR的方法测度银行业系统性风险,并且运用面板回归来分析金融开放对银行业系统性风险的影响,得出金融开放会加剧我国银行业系统性风险的结论。这为我国在金融深化改革的进程中,防范化解系统性风险,促进经济平稳运行具有重要意义。
Financial openness has a far-reaching impact on a country(region).Based on the panel data from 2007 to 2017,this paper adopts ΔCoVaR method measures the systematic risk of banking industry,and uses panel regression to analyze the impact of financial opening on the systematic risk of banking industry,and comes to the conclusion that financial opening will aggravate the systematic risk of China’s banking industry.This is of great significance to prevent and resolve systemic risks and promote the smooth operation of economy in the process of deepening financial reform.
作者
陈丁燕
Chen Dingyan(Nanjing University of Finance&Economics,Nanjing,Jiangsu,210023)
出处
《市场周刊》
2022年第2期97-100,共4页
Market Weekly
关键词
金融开放
商业银行
系统性风险
financial openness
commercial bank
systematic risk
