系统性金融风险度量与预警研究的新进展

Abstract:The early warning，in process judgment and final conclusion of Systemic Risk relates to the influencing scope of Financial Crisis and the influencing degree of Financial Crisis on Real economy. Meanwhile，Systemic Risk represents a continuous variable which differs from Financial Crisis. The evaluation and early warning methods of Systemic Risk can be divided into Time Dimension method，Spatial Dimension method，Stress Testing method of Systemic Risk and other methods. Systemic Risk involves liquidity，leverage，interrelation and other issues. These researches mainly focus on three aspects：Point （financial institutions），Line （correlation），and Net （system network）. In a word，Systemic Risk Measurement and Early Warning Research are still on the initial stage.

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