金融危机监测指标体系研究

发布时间：2018-05-13 10:54

本文选题：金融危机监测指数 + 金融压力指数　；参考：《国际金融研究》2010年03期

【摘要】：美国次贷危机爆发后逐步升级,并演变为一场全球性金融危机。危机虽未对我国金融体系产生较大影响,但却通过实体经济的传导链条,对我国经济尤其是制造业形成了显著冲击。面对严峻形势,我国迫切需要建立一套危机跟踪监测指标体系,及早做好相应预案准备,积极稳妥地应对危机。本文尝试构建了一套新的金融危机监测综合指标体系,并合成为一个综合指数,即金融危机风险指标(Risk of Financial Crisis Index,ROFCI)。本文界定了ROFCI每项指标的区域划分标准,并运用美国的数据进行了检验,并进一步对ROFCI进行了回溯评价。
[Abstract]:After the outbreak of the subprime mortgage crisis in the United States, it escalated gradually and turned into a global financial crisis. Although the crisis has not had a great impact on the financial system of our country, but through the transmission chain of the real economy, it has formed a remarkable impact on the economy of our country, especially on the manufacturing industry. Facing the severe situation, our country urgently needs to establish a set of crisis tracking and monitoring index system, to prepare the corresponding plan as soon as possible, and to deal with the crisis actively and steadily. This paper attempts to construct a new comprehensive index system of financial crisis monitoring, which can be combined into a comprehensive index, I. e., risk of Financial Crisis index. This paper defines the regional standard of each ROFCI index, tests it with the data of the United States, and makes a further retrospective evaluation of ROFCI.
【分类号】：F831.59

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