机构地区: 中国银行业监督管理委员会
出 处: 《南方金融》 2011年第12期58-59,共2页
摘 要: 市场风险和信用风险是银行面临的两大风险。这两类风险在加总过程中既存在复合效应,又存在分散效应,且与市场流动性相关。本文分析了市场风险和信用风险相关性问题的研究进展及其未来的研究方向,以期为我国当前银行业监管提供借鉴。 Market risk and credit risk are two major different types of risk banks usually face.There exist both compounding effects and diversification effects when aggregating market risk and credit risk,and liquidity also plays a very important role for them.This paper analyzes the current research findings and future research directions of market risk and credit risk in order to provide precious reference lessons for China's current banking supervision practice.
领 域: [经济管理]