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	Systematic risk measurement in Chinese bank before and after financial crisis
	Song, Qin ; Song, Rong ; Hu, Kai ; Song Q(宋琴)
	2011
关键词	Risk management Structural optimization
英文摘要	Conference Name:4th International Joint Conference on Computational Sciences and Optimization, CSO 2011. Conference Address: Kunming, Lijiang, Yunnan, China. Time:April 15, 2011 - April 19, 2011.; Chinese Academy of Sciences (CAS); National Natural Science Foundation of China (NSFC); Academy of Mathematics and Systems Science of CAS; Beijing University of Chemical Technology; Institute of Systems Science of CAS; This paper estimates the systematic risk with panel data from Chinese bank. By introducing two-index market model, beta coefficient is used to measure the systematic risk of bank. Empirical results show that the systematic risk of non-state-owned banks is higher than state-owned banks'. The Chinese bank industry's reform is to optimum capital structure, improve risk management, and innovate products and services in facing the shocks from Basel III. ? 2011 IEEE.
语种	英语
出处	http://dx.doi.org/10.1109/CSO.2011.249
出版者	IEEE Computer Society
内容类型	其他
源URL	[http://dspace.xmu.edu.cn/handle/2288/85649]
专题	经济学院－会议论文
推荐引用方式 GB/T 7714	Song, Qin,Song, Rong,Hu, Kai,et al. Systematic risk measurement in Chinese bank before and after financial crisis. 2011-01-01.

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