金融脆弱性度量方法与实践

发布时间：2018-01-03 05:16

本文关键词：金融脆弱性度量方法与实践　出处：《云南社会科学》2011年04期 　论文类型：期刊论文

【摘要】：当前对金融脆弱性的度量并没有形成统一的度量框架,一个重要原因在于当前对金融脆弱性的定义描述尚不统一,给统一度量带来了难度。现有的度量文献中,较多关注如何有效选择指标刻画金融系统的不稳定程度,而较少基于内在机理建立模型度量金融脆弱性。新近的金融脆弱性度量研究正在呈现由事后度量向事前度量发展的趋势。国内学术界在这方面的研究相对滞后,研究范围也较为有限。从本国金融系统特征和最近国际金融危机出发,在借鉴国外度量研究成果的基础上,运用各种事先度量方法对我国金融脆弱性进行度量具有重要的实践意义。
[Abstract]:The measure of financial fragility and did not form a unified measurement framework, an important reason is that the current is not on the definition of a unified description of the financial fragility, it is difficult to measure. The existing literature measure, pay more attention to the unstable degree how to effectively select indicators of the financial system, and less internal mechanism the establishment of measurement model of financial fragility. Based on recent research on measurement of financial fragility is presented by the post measure to advance the measure development trend. The research in this field in domestic academic circles is lagging behind, research scope is relatively limited. From the point of view of the country's financial system and the characteristics of the current international financial crisis, based on foreign research results of measurement on the use of various prior measurement methods has important practical significance to measure the financial fragility of our country.

【作者单位】：浙江大学经济学院;浙江工商大学经济学院;
【分类号】：F830
【正文快照】： 历史经验显示,金融系统的内在脆弱性是造成金融危机的主要原因。准确地对金融脆弱性进行度量不仅有助于职能部门及时掌握金融系统的稳定性;而且也有助于职能部门选择货币政策和金融监管执行的最佳时间点。但与商品市场稳定性度量体系相比,要开发出一个令人满意的金融市场稳定

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