文章的研讨重点是本钱束缚对体系性风险传递机制的影响。
The research focuses on the impact of capital constraint on system risk transfer mechanism.
而对银行体系性风险的防备的重点在于对银行体系性风险的有用且精确的测度。
While focusing on the risk of the banking system is to measure against the risk of the bank system is useful and accurate.
同时构建了基于分位数回归办法和COVAR实际的本文器量银行体系性风险的详细模子。
At the same time constructed with quantile regression method and COVAR model in the actual measure of the banking system based on risk.
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