文献类型：期刊文献

中文题名：中国系统性金融风险的区域传染效应

英文题名：Regional Contagion Effect of China’s Systemic Financial Risks

作者：党印[1];苗子清[2];孙晨童[3]

机构：[1]中国劳动关系学院,北京100048;[2]中国社会科学院大学数量经济与技术经济系,北京102488;[3]清华大学经济管理学院,北京100084

年份：2022

期号：8

起止页码：51

中文期刊名：当代财经

外文期刊名：Contemporary Finance & Economics

收录：CSTPCD、、NSSD、BDHX、CSSCI、BDHX2020、CSSCI2021_2022

基金：国家社会科学基金重大项目“中央银行的逻辑与现代中央银行制度的建设”(21ZDA045)。

语种：中文

中文关键词：区域系统性金融风险;网络分析法;传染效应;SIRS模型

外文关键词：regional systemic financial risk;network analytical method;contagion effect;SIRS Model

中文摘要：识别和化解区域层面的金融风险是防范系统性金融风险的重要方面。基于网络分析方法和SIRS传染模型考察2011—2020年中国各省系统性金融风险的关联关系、相对差异和传染情况发现,各省区域系统性金融风险表现为明显的网络形态,金融风险的省份关联愈加密切。地理位置较偏远、经济发展较慢、金融监管较宽松的省份是风险溢入的集中区域,地理位置较优越、经济发展较快、金融监管较严格的省份是风险溢出的主要区域。各省在系统性金融风险传染网络中可以聚类成“净溢出”板块、“经纪人”板块、“双向溢出”板块和“净溢入”板块等,各板块在风险传染网络中发挥的作用不同。因此,各省需提前制定预案并加强定向管控和监测,采取区域差别化的风险防控措施,促进区域经济协调改革和发展,以更好地防范化解区域系统性金融风险。

外文摘要：Identification and resolving financial risks at regional level is an important part of the prevention of systemic financial risks.Based on the network analytical method and SIRS infection model,this paper investigates the correlation,relative difference and contagion of China’s regional systemic financial risks from 2011 to 2020.It is found that the regional systemic financial risks among provinces present an obvious network form;the provincial correlation of financial risks is becoming closer.The provinces with remote geographical location,slower economic development and looser financial supervision are the concentrated areas of risk inflow,while the provinces with superior geographical location,rapid economic development and strict financial supervision are the main areas of risk outflow.Each province can be clustered into different plates in the regional systemic financial risk contagion network,such as the“net outflow”plate,the“broker”plate,the“two-way outflow”plate,and the“net inflow”plate,each plays a different role in the risk contagion network.Therefore,each of the provinces need to formulate plans in advance,strengthen the targeted control and monitoring,adopt regionally differentiated risk prevention and control measures,and promote regional economic coordination,reform and development,so as to better prevent and resolve the regional systemic financial risks,.