金融机构非系统性风险集成评价与监测研究——后危机时代的新思考

后危机时代对金融风险的认知、度量和监管无疑将受到更为广泛的关注。本文通过对我国金融机构非系统性风险表征形式的分析,借鉴理论界已有的研究成果,构建了适应我国金融机构非系统性风险度量的指标体系,并运用网络层次和灰色关联的集成评价方法对江苏省4个金融机构非系统性风险评价方案进行了实证分析。最后依据该类风险特性,提出了针对性的风险防范措施。

Research on Integrating Evaluation and Surveillance for Non-system Risk in Financial Institutions --New Thinking in Post-crisis Era

The cognition,measurement and regulation of financial risk have attracted more widely spread attention in post-crisis era.Based on analysis of the formation representation of non-system risk in financial institutions and reference of theoretical results of existing researches,the paper constructs a non-systemic risk measuring index system of financial institutions that meets national conditions.Then it conducts empirical research on non-systemic risk assessment scheme to four financial institutions in Jiangsu province through ANP-GRAP integration evaluation method.Finally,according to the characteristics of such risks,it proposes the pertinence measures of risk prevention.