系统风险
系统风险(英语:)是指当整个系统出现失效或倒闭的风险。[1]在金融领域中,系统风险被称呼为金融系统不稳定,其原因是出现一些特殊事件,导致情况不断恶化而最终出现灾难性结果。[2] 最近的研究表明,系统风险可以用市场指数相互关系来定量描述。[3]
Categories of |
金融风险 |
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信用风险 |
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市场风险 |
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流动性风险 |
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投资风险 |
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商业风险 |
其他 |
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系统风险常常与系统性风险(英语:)混淆。
参考文献
- Banking and currency crises and systemic risk (页面存档备份,存于), George G. Kaufman (World Bank)
- Systemic Risk: Relevance, Risk Management Challenges and Open Questions 的存盘,存档日期2009-03-05., Tom Daula
- Changes in Cross-Correlations as an Indicator for Systemic Risk (Scientific Reports 2: 888 (2012)) (页面存档备份,存于), Zeyu Zheng, Boris Podobnik, Ling Feng and Baowen Li (Scientific Reports)
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