| 关于开放市场条件下防范系统性风险的研究 |
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| 引用本文： | 张懿,包明友.关于开放市场条件下防范系统性风险的研究[J].中国货币市场,2010(12):35-38. |
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| 作者姓名： | 张懿 包明友 |
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| 作者单位： | [1]中国人民银行合肥中心支行办公室 [2]中国人民银行美洲代表处 |
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| 摘 要： | 随着经济金融全球化程度的加深,评价和防范开放经济条件下一国系统性金融风险的重要性日益明显。文章根据系统性金融风险的表现形式,提出了一个三层次的风险评价指标体系,并通过熵值法确定各子系统风险因子之间的权重。实证分析结果显示,近年来我国金融业总体稳健程度得到有效提升,但未来仍需密切关注风险因素的动态变化,采取切实有效的措施夯实系统性金融风险管理体系建设。
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| 关 键 词： | 系统性风险 熵值 灰色预测 |
An analysis on preventing systemic financial risks in an open economy |
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| Zhang Yi,Bao Mingyou.An analysis on preventing systemic financial risks in an open economy[J].China Money,2010(12):35-38. |
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| Authors: | Zhang Yi Bao Mingyou |
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| Institution: | (General Administration Office,People＇s Bank of China Hefei Central Sub-branch;Chief Representative,Representative Office for the Americas,People＇s Bank of China ) |
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| Abstract: | Amid increasing economic and financial globalization,it has become more and more important to estimate and prevent systemic financial risks in an open economy.This paper suggests a three-level risk assessment indicator system based on the presentation of systemic financial risks,and use the entropy method to determine the weights among risk factors of each subsystem.According to the results of empirical analysis,the stability of China＇s financial industry has improved in recent years,but it is necessary to pay attention to real-time changes in risk factors,and to take effective measures to set up a systemic financial risk management system. |
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| Keywords: | systemic risks entropy GM |
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