银行系统性风险与宏观审慎管理：国际研究回顾与述评

摘要

本文对银行系统性风险与宏观审慎管理的国际研究现状和代表性文献进行了回顾与梳理，包括银行系统性风险与金融危机、银行系统性风险的根源与成因、银行系统性风险的识别与早期预警，以及系统性风险的防范与宏观审慎管理制度的建立等，并对其进行了总结与述评，旨在通过对银行系统性风险及其监管国际研究重要观点的梳理与总结，为目前正在深入开展的宏观审慎管理实践提供一些有益的启示，同时，也希望由此引申出一些有待进一步深入研究和探讨的课题。%This paper reviews and summarizes the international research and representative literature on systemic risk of banks and macro-prudential supervision,including relationship between the systemic risk of banks and financial crisis, the origin and causes of systemic risk of banks, identification and early warning system about systemic risk of banks, and the establishment of prevention system of systemic risk and the macro-prudential supervision system..This paper aims to provide some useful enlightenment for the macro-prudential supervision practices currently carried out in depth through studying and summing up important views on systemic risk of banks and macro-prudential supervision. Meanwhile, this paper also hopes to dig out some topics which need further study and discussion.