资源描述：
《基于copula-var的我国银行业风险水平分析》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、AbstractAnalysisofChina'sbankingindustryrisklevelbasedonCopula-VaRAbstractAfterthefinancialcrisis,inordertoquicklyrelievethepressureoftheeconomic
downturn,thecentralgovernmentquicklylaunchedaseriesofeconomicstimulusplan.
However,Theseeconomicstimulusplantospureconomicgrowthwhilea
2、lsoplantedalotof
hiddendangers.SinceChinaismainlyrelyingoninvestmenttospureconomicgrowth,
leadingtothefinancialcrisis,China'srapidcreditgrowth,theexcessivegrowthofcreditto
theaccumulationofriskwithinthebankingsystem.InthefieldofChina'sfinancialand
bankingsectoroccupiesaveryimport
3、antposition,andthereforetheriskofthebankingsector
willaffectthenormaldevelopmentoftheentirefinancialsector.Manytypesofrisksinthe
bankingsector,theimpactbetweenbankingriskfactorsalsoalotofriskbetween
complementaryandmutuallyreinforcing,measuredfromtheperspectiveoftheoverall
bankin
4、griskbecomesincreasinglyimportant.Underthepressureoftheeconomicdownturn,theriskinthebankingsectorisgradually
revealed.Inordertobeabletobeasobjectiveaspossibletoreflectthetruelevelofriskof
thebankingsectorinChina,wehavechosentomeasuretheriskofthebankingindustryfrom
theperspectiveo
5、ftheoverall.14listedbanksselectedastheresearchsample,OLSregression,
riskdailyyieldestimates,thencalculatedriskincomedistribution,theuseofthetheCopula
functionofconnectingdifferenttypesofrisk,throughtheMonteCarlosimulationofthe
bankingindustryriskVaRvalue.Ascanbeseen,bycomparingth
6、elevelofriskinthe
bankingindustrybeforeandafterthefinancialcrisischangedsignificantly.Afterthefinancial
crisis,intheoverallthebankingsector’srisklevelissignificantlyhigherthanbeforethe
financialcrisis.KeyWords:VaR,Copulafunction,Banking,RiskII目录目录主要符号说明...........................
7、..................................................................................................I
第一章导论.............................................................................................................................1
1.1选题的背景及意义.....................................
8、........................................
