Dynamic Analysis Of Commercial Bank's Capital Flows And Banking Systemic Risk

At present,China's economic development has entered a new normal,no doubt to economic agents presented new tests and challenges.Due to the rapid economic development of China over the past 30 years,the risk of accumulation and release are highlighted,as well as including the transformation quietly population,resources,environment,bonuses and other fundamentals,already accustomed to high investment and high production rapid economic development under the major economic agents face the new economic situation,there has been suited to conditions which are accustomed to the old normal banking greater impact,especially venture funds brought.Li Jiabao in his government work report on March 5,2016,the emphasis on "financial regulation" and "financial innovation" both to keep pace with and promote each other,and jointly promote China's financial system,maintain financial stability,prevent financial risks and prevent financial financial risks to become one of the core work of the government this year.Therefore,how to properly identify and detect pathway bank risk,how to recognize the cumulative risk in the financial system under the macro,which will affect the bank systemic risk factors by macroeconomic fluctuations,the impact of what?These problems not only in theory need to be resolved,the problem is the reality that we are about to face.Figure out these problems for bank supervision and prevention of systemic risk,and the development and stability of the financial system macroprudential policy has a very important theoretical and practical significance.In this economic context,this article will risk commercial bank capital flows arising from the different point of view,to the shadow banks and government financing platform for the two major funding sources of banks operating modes,features and impact analysis,and to build up a families,businesses,commercial banks,central banks,shadow banks,real estate and other multi-sectoral dynamic stochastic general equilibrium model,in this model,based on a study of the macroeconomic effects of systemic risk-based commercial bank,in a general equilibrium framework discussed technical impact shock.price-based monetary poliey shocks,the impact of inflation,the real estate price shocks and other commercial banks systemic risk.In the last article,we have made a number of recommendations on the control of commercial banks to systemic risk.Basically the same real estate prices,the central bank benchmark interest rate,inflation and other macroeconomic variables affect the dynamics of systemic risk of commercial banks,simulated results with actual reaction of China's economy:In this paper,we simulate a variety of shocks,such as.The results showed that:the bank systemic risk is affected by monetary policy,economic development,real estate prices,inflation and other factors,which affect real estate prices through bank credit risk transmission channels for systemic risk banks increasingly significant.In China,the bank systemic risk is a major factor of economic fluctuations can not be ignored.So we need to strengthen supervision of banks risk prevention and control,the development of more scientific credit monitoring system,so that our banking system and the financial system can be stable and smooth development in the new normal economic background.