| 外债风险预警模型及中国金融安全状况评估 |
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| 引用本文： | 林伯强.外债风险预警模型及中国金融安全状况评估[J].经济研究,2002(7). |
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| 作者姓名： | 林伯强 |
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| 作者单位： | 亚洲开发银行 |
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| 摘 要： | 本文提出了一个用于预警一国外债风险的动态模型 ,即多元累计和模型。模型的用户 (债权人和债务国 )能很早地预测到可能导致债务国重订债务期限的金融危机。实证分析结果表明 ,模型具有提前 3年探测到债务国潜在的还债困难的能力。对中国经济金融安全状况的评估结果表明 ,模型可提前 1年发出预警信号。
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| 关 键 词： | 多元累计和模型 外债风险 预警 中国金融安全状况 |
The Forecasting and Warning Model for Foreign Debt Risk and Its Application in Assessing the Financial Safe Status of China |
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| Lin Boqiang.The Forecasting and Warning Model for Foreign Debt Risk and Its Application in Assessing the Financial Safe Status of China[J].Economic Research Journal,2002(7). |
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| Authors: | Lin Boqiang |
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| Institution: | Asia Development Bank |
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| Abstract: | This paper develops and tests a new Multivariate Cumulative Sum (MCS) model for assessing a country's foreign debt risk.The MCS model is dynamic in nature and allows a user to predict early enough a financial distress (crisis) that could lead to debt rescheduling.The findings suggest that the MCS model is capable of detecting potential debt repayment difficulties as early as three years in advance.The MCS model is used to evaluate China's financial safe status. The results indicates that an early warning signal for China can be facilitated by the MCS model as early as one year in advance. |
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| Keywords: | Multivariate Cumulative Sum model foreign debt risk forecasting and warning China's financial safe status |
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