本文關(guān)鍵詞： 金融穩(wěn)定 金融風(fēng)險(xiǎn) 醫(yī)學(xué)傳染病模型 基本再生數(shù) 直接免疫概率　出處：《南方金融》2017年02期 　論文類型：期刊論文

【摘要】：隨著金融市場之間的聯(lián)動(dòng)性日益增強(qiáng),金融風(fēng)險(xiǎn)交叉?zhèn)魅镜目赡苄砸苍谏仙�。本文運(yùn)用醫(yī)學(xué)SIRS傳染病模型對(duì)金融市場間風(fēng)險(xiǎn)交叉?zhèn)魅緳C(jī)制進(jìn)行研究,并進(jìn)行仿真模擬。研究結(jié)果表明:第一,金融市場風(fēng)險(xiǎn)傳染取決于基本再生數(shù),當(dāng)基本再生數(shù)大于1時(shí),一個(gè)子市場的金融風(fēng)險(xiǎn)將傳染至其他子市場,該值越大,金融風(fēng)險(xiǎn)越容易蔓延。第二,金融風(fēng)險(xiǎn)蔓延趨勢取決于風(fēng)險(xiǎn)傳染率、易感染群體直接免疫概率、風(fēng)險(xiǎn)感染市場獲得免疫概率、風(fēng)險(xiǎn)感染市場轉(zhuǎn)入易感染狀態(tài)的概率以及免疫喪失率。第三,單獨(dú)使用事前防御或事后化解的防控策略是缺乏效率的,同時(shí)采用這兩種策略能夠更為有效地控制風(fēng)險(xiǎn)傳染。為有效防范金融風(fēng)險(xiǎn)跨市場傳遞,我國要完善金融市場基礎(chǔ)設(shè)施,提高金融市場的直接免疫力;建立科學(xué)的風(fēng)險(xiǎn)監(jiān)測與預(yù)警機(jī)制,有效實(shí)現(xiàn)金融風(fēng)險(xiǎn)事前防范;建立風(fēng)險(xiǎn)隔離機(jī)制,降低金融市場之間風(fēng)險(xiǎn)傳染概率;優(yōu)化金融市場監(jiān)管體系,提升金融風(fēng)險(xiǎn)的整體防范能力。
[Abstract]:With the increasing linkage between financial markets, the possibility of cross-infection of financial risk is also rising. This paper studies the mechanism of risk cross-infection among financial markets by using the medical SIRS epidemic model. The results show that: first, the financial market risk contagion depends on the basic regeneration number. When the basic regeneration number is greater than 1:00, the financial risk of one sub-market will spread to other sub-markets. Second, the trend of financial risk spread depends on the rate of risk transmission, the probability of direct immunization of vulnerable groups, and the probability of obtaining immunity in the risk infected market. The probability of risk infection market switching to a vulnerable state and the rate of immune loss. Third, it is inefficient to use prevention and control strategies that are preemptive or defused after the event. At the same time, the two strategies can more effectively control risk contagion. In order to effectively prevent financial risk from spreading across the market, our country should improve the financial market infrastructure and enhance the direct immunity of the financial market. To establish a scientific risk monitoring and early warning mechanism to effectively prevent financial risks in advance; to establish a risk isolation mechanism to reduce the risk contagion probability between financial markets; to optimize the financial market regulatory system to enhance the overall ability of financial risk prevention.
【分類號(hào)】：F832.5

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