Research on Systematic Risk in Capital Market：Based on MMVaR Method
This project summarizes the current status of research on systemic risk and risk contagion by combing existing theoretical studies; introduces a new systemic risk measurement method based on the MMVaR method by improving the latest international systemic risk measurement method CoVaR, and conducts a comparative analysis by combining research and relevant data from major large banks, insurance, securities and other financial institutions, as well as relevant regulatory agencies.
