基于AHP-模糊综合评价法的互联网金融风险评估研究

发布时间：2018-03-05 10:36

本文选题：互联网金融　切入点：风险识别　出处：《山东财经大学》2015年硕士论文　论文类型：学位论文

【摘要】：2013年6月13日,支付宝推出互联网金融创新产品“余额宝”,不仅满足了大众的小额理财需求,而且还给人们带来了前所未有的互联网金融便捷服务体验。因此,市场中以余额宝为代表的各类互联网金融理财产品如雨后春笋般出现,并带动了整个互联网金融的高速发展。自2014年以来,互联网金融连续两次被写进政府工作报告中,标志着互联网金融正式得到政策层面的认可。面对金融与生俱来的风险性以及互联网与金融深度结合之后所产生的特殊风险,如何降低互联网金融风险、保证消费者权益和互联网金融的健康有序发展,成为业界普遍思索的一个问题。因此,对互联网金融风险的评估与量化不但能够进一步丰富和发展互联网金融风险评估理论,而且能够提高金融效率和防范互联网金融风险。本文首先介绍了互联网金融的基本情况及其风险分类;然后,从国家层面、行业层面和互联网金融自身层面对其进行了多层次、多主体的风险识别,在此基础上,建立了包含9个一级指标和25个二级指标的互联网金融风险评估指标体系;最后,懫用有别于传统单一风险因素分析方法的层次评价法,将定性分析与定量分析有机结合,计算互联网金融各层面的风险评估指标权重,并运用模糊综合评价法进行总体风险水平评估,构建了基于AHP-模糊综合评价法的互联网金融风险评估模型。研究结果表明,一方面,在一级指标中,国家层面风险和操作风险在互联网金融风险中所占权重最高,分别为0.2611和0.2051;在二级指标中,立法滞后风险、网络系统安全风险、跨业经营风险和软件系统风险对整体风险影响最大。另一方面,由于整体风险水平对“高”等级的隶属度为最大值0.33,因而根据最大隶属度原则判定互联网金融的风险等级为“高”。针对上述结果,本文提出了加快法制体系建设、构建网络安全体系、成立行业自律组织等互联网金融风险防范建议。
[Abstract]:In June 13th 2013, Alipay launched Yu'e Bao, an innovative product of Internet finance, which not only meets the needs of the public in microfinance, but also brings people an unprecedented experience of convenient Internet financial services. All kinds of Internet financial products, represented by Yu'e Bao, have sprung up in the market, and have led to the rapid development of the entire Internet finance. Since 2014, Internet finance has been written into government work reports for two consecutive times. In the face of the inherent risks of finance and the special risks caused by the deep combination of the Internet and finance, how to reduce the risks of Internet finance, To ensure the healthy and orderly development of consumer rights and interests and Internet finance has become a common problem in the industry. Therefore, the evaluation and quantification of Internet financial risks can not only further enrich and develop the theory of Internet financial risk assessment, And it can improve the financial efficiency and prevent the Internet financial risk. This paper first introduces the basic situation of Internet finance and its risk classification; then, from the national level, the industry level and the Internet finance itself level to carry on the multi-level. On the basis of multi-agent risk identification, an index system of Internet financial risk assessment is established, which includes 9 first-grade indexes and 25 second-class indexes. Finally, the hierarchical evaluation method, which is different from the traditional single risk factor analysis method, is used. The qualitative analysis and quantitative analysis are combined organically to calculate the index weights of risk assessment in all levels of Internet finance, and the fuzzy comprehensive evaluation method is used to evaluate the overall risk level. A model of Internet financial risk assessment based on AHP- fuzzy comprehensive evaluation method is constructed. The results show that, on the one hand, the country level risk and operational risk have the highest weight in the Internet financial risk. In the second level index, the risk of legislation lag, network system security, cross-industry operation risk and software system risk have the most influence on the overall risk, on the other hand, the risk of legislation lag, the risk of network system security, the risk of cross-industry operation and the risk of software system have the most influence on overall risk. Because the membership degree of the whole risk level to the "high" grade is 0.33, the risk grade of Internet finance is determined to be "high" according to the principle of maximum membership degree. In view of the above results, this paper proposes to speed up the construction of the legal system. Construct network security system, set up industry self-discipline organization and so on Internet financial risk prevention suggestion.
【学位授予单位】：山东财经大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F724.6;F832.2

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