嵌入投资银行后的银行危机传导模型
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引用本文:张亚斌,唐超峰.嵌入投资银行后的银行危机传导模型[J].财经理论与实践,2010,(5):13-18
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作者单位
张亚斌 (湖南大学 经济与贸易学院 湖南 长沙410079) 
唐超峰  
中文摘要:基于Sujit模型,通过在支付清算系统内构建嵌入投资银行的危机传导模型,同时考虑中央银行的两种政策对防范少数银行危机蔓延至系统危机的作用,结果发现,少数银行引发系统危机的主要原因在于危机银行影响了与其有着支付清算关系的债权银行的收益和它们的预期信心,中央银行政策对控制危机传导是有效的。
中文关键词:银行危机  投资银行  传导
 
The Model of Banking Crisis Contagion Including Investment Bank
Abstract:In this paper,we researched a contagion mechanism model including investment bank in a payment and settlement system, and considered the affection of the central bank policy on preventing the single bank crisis from spreading a system crisis. The banks in crisis have negative impacts on the income and client' expectations of their related banks, which would triggered a system crisis. So the central bank policy on controlling crisis contagion is necessary.
keywords:Banking crisis  Investment bank  Contagion
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