| In 1990's, the repeated systemic risk triggered by the high frequency of bank incident and hazard has caused much concern in the economic and financial circles and also attracted by the world-wide attention.Experts in other countries have made efforts to probe the problem of the bank systemic risk and made some contribution, but still need further profound research. In China, the study of this subject is still at the beginning, and has not made systematic and thorough study yet. This dissertation intends to delve into a rather realistic and theoretical approach to show a systemic analysis of this problem. I am of the opinion that the partial reserve system of the current monetary regime is the fundamental reason of the banking systemic risk and the world financial integration and various new financial engineering instruments are the external factors.The dissertation consists six chapters. Chapter one is the introduction, which focuses on the concept of the bank systemic risk, its nature, classification, feature as well as the discrimination of this risk. Chapter two probe into the mechanism of the formation and propagation of this risk. Chapter three tried to compare the different measurement of the bank systemic risk and provides theoretical analysis of measuring the systemic risk. Chapter four studies the best measurement of the bank systemic risk and trys to do empirical research. Chapter five contributes to the precaution of the prevention of the bank systemic risk, and analyzes the bank safety net and the effective structure. |
