金融危机后主权信用评级标准研究

发布时间：2018-01-03 00:30

本文关键词：金融危机后主权信用评级标准研究　出处：《上海交通大学》2012年硕士论文　论文类型：学位论文

【摘要】：21世纪以来，在全世界范围内爆发了多次重大的金融危机。在这些金融危机背后，主权信用评级的评定成为了重要的影响因素。三大国际信用评级机构下调欧美诸国主权债务危机信用评级产生的巨大震荡，，使世界各国充分认识到国际信用评级体系对全球金融体系安全的重要作用，欧盟已经重新审查国际信用评级机构的评级方法、公布评级结果的方式，以及它们对金融市场稳定的影响。鉴于评级机构拥有影响国际金融市场稳定的“信息炸弹”，如何完善目前现行的主权信用评级标准成为全球面临的共同挑战。主权信用评级的产生与发展，主权信用评级的构建与评判标准，以及主权信用评级与金融安全的相互关系，都是本文随要进行研究分析的议题。本文共分五部分，第一部分导言，主要是介绍了主权信用评级的研究背景、国内外研究现状及研究方法；第二部分主权信用评级概述，重点对主权风险、主权信用评级的内涵和发展、主权信用评级的方法与模型；第三部分研究金融安全与主权信用之间的相互关系。以2008年金融危机爆发带来的主权信用危机为例，研究金融危机对主权信用的影响机理，并揭示主权信用评级在金融安全中的地位和作用；第四部分重点分析当前主权信用评级的主要标准；第五部分则是探究和分析新型主权信用评级的评判标准。
[Abstract]:Since 21th century, there have been many major financial crises around the world. The evaluation of sovereign credit rating has become an important factor. Three international credit rating agencies downgrade the credit rating of sovereign debt crisis in Europe and the United States. To make the world fully aware of the important role of the international credit rating system to the security of the global financial system, the European Union has re-examined the international credit rating agencies rating methods, the way to publish the results of the rating. And their impact on the stability of financial markets. Given that rating agencies have "information bombs" that affect the stability of international financial markets. How to improve the current sovereign credit rating standards has become a common challenge facing the world, the emergence and development of sovereign credit rating, the construction and evaluation criteria of sovereign credit rating. The relationship between sovereign credit rating and financial security is the subject of this paper. This paper is divided into five parts, the first part is the introduction, mainly introduces the research background of sovereign credit rating, domestic and foreign research status and research methods; The second part is an overview of sovereign credit rating, focusing on sovereign risk, the connotation and development of sovereign credit rating, the methods and models of sovereign credit rating. The third part studies the relationship between financial security and sovereign credit. Taking the sovereign credit crisis that broke out in 2008 as an example, the paper studies the influence mechanism of financial crisis on sovereign credit. It also reveals the position and function of sovereign credit rating in financial security. Part 4th focuses on the main criteria of sovereign credit rating; The 5th part is to explore and analyze the new type of sovereign credit rating evaluation criteria.
【学位授予单位】：上海交通大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F830.5

【参考文献】