大数据背景下互联网金融风险评价研究——基于广义DEA模型及P2P网贷视角

发布时间：2018-01-10 15:05

本文关键词：大数据背景下互联网金融风险评价研究——基于广义DEA模型及P2P网贷视角　出处：《会计与经济研究》2017年04期 　论文类型：期刊论文

【摘要】：互联网金融风险直接关系到互联网金融系统自身的经营和发展,对整个国家宏观经济的运行有着极其重要的影响。截至2017年2月,互联网借贷平台共有2335家,其中问题平台有55家,在监管不严、信用风险等多发情况下频繁发生平台跑路事件,所以对互联网金融风险进行科学评价显得尤为重要。本文以获得网贷之家评级认证的前百强P2P网贷平台风险管控为主要研究对象,从流动性风险、市场风险和信用风险三个维度构建评价指标体系,运用R型聚类分析对指标体系进行降维处理,得到了核心指标评价体系。在此基础上运用经典DEA模型(CCR及BCC)对其进行风控能力效率初评,根据设定的步长进行了优、良、中、差风控能力效率评级。并以优势平台为参考集,以非优势平台为评价集,运用新型广义DEA模型进行了"追赶效率"研究及投影分析,探究了非优势平台效率低下的症结所在及非优势平台向优势平台转变的可行性路径。
[Abstract]:Internet financial risk is directly related to the operation of the Internet and the development of its financial system, has an important impact on the national macro economic operation. As of February 2017, a total of 2335 Internet lending platform, the platform has 55, in lax supervision, credit risk and other multiple cases frequent platform run away the event, so it is the evaluation of the Internet financial risk is particularly important. In order to obtain a net loan rating certification of the top 100 P2P net loan platform risk management as the main research object, from the liquidity risk, market risk and credit risk in three dimensions to build the evaluation index system, using the R cluster analysis for dimensionality reduction on the index system, the core evaluation index system. Based on the classical DEA model (CCR and BCC) for their ability to control the wind efficiency evaluation, according to the set step The excellent, good, and poor ability to control the wind efficiency rating. Taking advantage of the platform for the reference set, with the non dominant platform for the evaluation set, using the new generalized DEA model for pursuing efficiency analysis "research and feasibility of the transformation path of projection, explores the crux of the non dominant platform of low efficiency and non dominant platform to the advantage of platform.

【作者单位】：内蒙古大学数学科学学院;内蒙古财经大学统计与数学学院;
【基金】：国家自然科学基金项目(71261017,71661025)
【分类号】：F224;F724.6;F832.4
【正文快照】： 2.内蒙古财经大学统计与数学学院,内蒙古呼和浩特010070)一、引言2013年以来,众筹、移动支付、余额宝、人人贷等互联网金融创新业务在我国蓬勃发展,不仅推动金融服务模式变革并加快定价市场化,而且对打破金融抑制和加速金融脱媒具有积极影响。然而,繁荣发展的背后,行业的风险

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