系统性风险：模型银行系统的动态。
Systemic risk: the dynamics of model banking systems.
机构信息
Department of Zoology, Oxford, UK.
出版信息
J R Soc Interface. 2010 May 6;7(46):823-38. doi: 10.1098/rsif.2009.0359. Epub 2009 Oct 28.
Abstract
The recent banking crises have made it clear that increasingly complex strategies for managing risk in individual banks have not been matched by corresponding attention to overall systemic risks. We explore some simple mathematical caricatures for 'banking ecosystems', with emphasis on the interplay between the characteristics of individual banks (capital reserves in relation to total assets, etc.) and the overall dynamical behaviour of the system. The results are discussed in relation to potential regulations aimed at reducing systemic risk.
摘要
最近的银行业危机清楚地表明，在管理单个银行风险的日益复杂的策略方面，并没有相应地关注整体系统性风险。我们探索了一些“银行生态系统”的简单数学模拟，重点关注单个银行的特征（相对于总资产的资本储备等）与系统整体动态行为之间的相互作用。结果讨论了旨在降低系统性风险的潜在监管措施。
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