基于层次分析和熵值法的融资担保机构风险评价

发布时间：2018-05-03 12:00

本文选题：融资担保机构 + 风险　；参考：《经济与管理》2017年02期

【摘要】：融资担保机构作为经营风险的主体,风险防范水平的高低关乎其生死存亡。把融资担保机构的风险分为宏观和微观两个层面,将中小微企业、担保机构和银行三个关联方作为微观层面指标放在一起综合分析,构建其风险指标体系。运用层次分析和熵值法对各级风险指标进行权重衡量,并根据结果进行排名,明确融资担保机构的主要风险因素。据此提出应对策略:融资担保机构应建立基于大数据分析的风险控制制度,扩大资本金规模;政府应建立完善的风险补偿机制,引导银行与担保机构建立基于期权策略的合作机制。
[Abstract]:The financing guarantee institution is the main body of the management risk, and the level of risk prevention is related to its survival and death. The risk of the financing guarantee institution is divided into two aspects of macro and micro levels, and a comprehensive analysis is put on the micro and micro enterprises, the guarantee institutions and the three related parties of the bank as a micro level index, and the risk index system is constructed. The analytic hierarchy process and entropy method are used to weigh the risk indexes at all levels, and the main risk factors of the financing guarantee institutions are determined according to the results. Accordingly, the countermeasures are put forward: the financing guarantee institutions should establish the risk control system based on the large data analysis, expand the scale of the capital, and the government should establish a perfect risk compensation mechanism. Guide banks and guarantee institutions to establish a cooperative mechanism based on option strategy.

【作者单位】：河北经贸大学金融学院;
【基金】：河北省社会科学基金项目(HB15YJ069)
【分类号】：F832.39

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