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1、华中科技大学硕士学位论文AbstractWiththebankruptcyofLehmanBrothersin2008,theU.S.financialcrisisfullybrokeout.Theriskbroughtseriousnegativeimpactontheglobalfinancialandeconomic.Thatgivespeoplealivingcasetounderstandthesystemicrisk.Withitsextremelycontagionandhugedestruction,thesystem
2、aticriskhascausedgreatconcernofthegovernmentdepartmentsandacademia,andtostrengthenthesupervisionofsystematicriskhasalsobecomeatoppriorityofthenationalfinancialregulatoryreformafterthefinancialcrisis.Duringthefinancialcrisis,China'sbankingindustryhasn'tbeenseriouslyaffec
3、ted,butthatdoesn'tmeanhowperfectChina'sbankingsystemis.Althoughsincetherestructuringandlisting,capitaladequacyandnon-performingloansofbankshaveimprovedsignificantlyandtheriskofresistancehavealsoincreased,comparedwithforeignbanks,therearealotofdeficienciesonthepropertyri
4、ghts,corporategovernance,internalcontrolandriskpreventionofChina'sbankingsystem.WiththegradualopeningupofChina'sbankingsector,China'sbankingsectorwillbeintegratedintothevolatilityoftheworld'sbankingsystem.Inthatcase,theforeignbankingcrisiswillbringgreaterimpactontheChin
5、aBanking;Therefore,tostudyChina'scommercialbanksystematicriskisofgreatsignificanceforthemaintenanceoffinancialstability。Thearticlebeginswiththeconceptofcommercialbanksystematicrisk,thenelaboratesthemainfeaturesandtheformationtheoryofthecommercialbanksystematicrisk.Andth
6、enfromthethreeaspectsofprofitability,safetyandmobility,thepassagemakesanoverallanalysisoftheoperatingstatusofChina'scommercialbanksafterthefinancialcrisis,followedbyfourpossiblesourcesofChina'scommercialbanksystematicrisk.Thenusingasingleexponentialmodel,thepassageopera
7、tesanempiricalanalysison14samplebanks'systemicriskinthe2008-2012period,.TheresultsshowthatthesystemicriskofcommercialbanksinChinaaremainlyfromoutsidetheindustry;theproblemof"smallbanks,bigrisk"isprominent;relativetootherindustries,China'sbankingsystematicriskishigher.Fi
8、nally,thepassageputsforwardfour-pointpolicyrecommendationstopreventbanksystemicrisk.Keywords:Systematicrisk;Co