CAJ | 학술논문

次贷危机表明，由于银行相互闻风险暴露的存在，使得风险极易在整个银行体系内传染，进而产生一系列银行连续倒闭的“多米诺效应”。使用2008年到2010年我国上市银行的年报数据。利用矩阵法研究了我国银行间市场风险传染效应。结果发现，我国银行间市场发生风险传染的可能性并不大，且只有大银行才可能成为潜在的风险传染源。
차대위궤표명，유우은행상호문풍험폭로적존재，사득풍험겁역재정개은행체계내전염，진이산생일계렬은행련속도폐적“다미낙효응”。사용2008년도2010년아국상시은행적년보수거。이용구진법연구료아국은행간시장풍험전염효응。결과발현，아국은행간시장발생풍험전염적가능성병불대，차지유대은행재가능성위잠재적풍험전염원。
The subprime crisis indicates that,the existence of the interhank exposure makes contagion risk could be easily spread over the whole banking system,hence causing a series of hanks to go bankruptcy,which is so called ＂domino effect＂. This paper uses data from China＇ s listed banks＇ annual report from the year 2008 to 2010,and by using the matrix method to estimate the contagion risk effect of our interbank market. The research finds out that,there is hardly no poesibility for our interbank market u） have contagion risk,and only large banks could become the potential source of interhank risk contagion.