系统风险

系統風險英語:)是指當整個系統出現失效或倒閉的風險。[1]在金融領域中,系統風險被稱呼為金融系統不穩定,其原因是出現一些特殊事件,導致情況不斷惡化而最終出現災難性結果。[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]

系統風險常常與系統性風險英語:)混淆。

參考文獻

  1. Banking and currency crises and systemic risk 页面存档备份,存于, George G. Kaufman (World Bank)
  2. Systemic Risk: Relevance, Risk Management Challenges and Open Questions 存檔,存档日期2009-03-05., Tom Daula
  3. 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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