基于功效系数法的金融体系预警研究

发布时间：2018-06-13 09:41

本文选题：金融企业 + 功效系数法　；参考：《河北工业大学》2014年硕士论文

【摘要】：金融行业是一个存在着高风险的领域，其行业竞争是非常激烈的。从目前来看，中国正处在深入改革金融市场、制定金融总体规则的重要阶段。随着我国金融市场对外开放程度、国内外金融市场的互动性进一步加强，金融体系的不确定因素也随之而来，因而提前预防并且解决金融市场的危机并且维护整个金融体系的稳定性就显得尤为重要。本文引入功效系数法建立金融体系财务预警系统，目的在于提供一套综合的、系统的预警方案并协助金融企业建立自预警机制。它主要的创新之处就在于将功效系数法引入到金融体系的财务预警模型当中，并参考众多的预警理论和模型，借助因子分析法确定各预警指标值的权重，通过对金融体系各企业的主要财务指标进行整理、统计、建模，并对金融企业的财务与危机状况进行全面、精准的考量，起到了预测金融企业战略发展的导向性作用。此模型能够有效地识别危机、防范风险，把未来可能面临的财务危机的可能性降到最低水平。首先，，介绍功效系数法建立金融体系财务预警模型的研究背景、意义及本文的主要内容和结构，并阐述国内外财务危机预警研究的现状。其次，说明金融体系预警系统指标体系的构建以及权重的确定规则（因子分析法）。本文选取具有代表性的银行业、证券业、保险业等金融行业的指标体系并运用功效系数法建立金融体系的财务预警模型。再次，验证功效系数法建立的金融体系财务预警模型综合评价结果的准确性。最后，对金融体系的财务预警工作提出对策建议，并得出将功效系数法引入金融体系财务预警模型有效性的结论。
[Abstract]:Financial industry is a high-risk area, its industry competition is very fierce. At present, China is in an important stage of deepening the reform of financial markets and formulating general financial rules. With the degree of opening up to the outside world of our country's financial markets, the interaction of domestic and foreign financial markets has been further strengthened, and the uncertainties of the financial system have followed. It is therefore important to prevent and resolve financial market crises ahead of time and to maintain the stability of the entire financial system. The purpose of this paper is to provide a comprehensive and systematic early warning scheme and to assist financial enterprises to establish self-warning mechanism by introducing the efficiency coefficient method to establish financial system financial early warning system. Its main innovation lies in introducing the efficiency coefficient method into the financial early warning model of the financial system, and referring to many early warning theories and models, using factor analysis method to determine the weight of each early warning index value. Through the main financial indicators of the financial system, statistics, modeling, and comprehensive and accurate consideration of the financial and crisis situation of financial enterprises, played a leading role in predicting the strategic development of financial enterprises. This model can effectively identify crises, guard against risks and minimize the possibility of future financial crises. First of all, it introduces the research background, significance, main content and structure of the financial early-warning model of financial system established by the efficiency coefficient method, and expounds the present situation of the financial crisis early-warning research at home and abroad. Secondly, it explains the construction of financial system early warning system index system and the rules of weight determination (factor analysis method). This paper selects the representative index system of banking, securities, insurance and other financial industries, and establishes the financial early-warning model of the financial system by using the efficiency coefficient method. Thirdly, it verifies the accuracy of the comprehensive evaluation results of the financial early warning model established by the efficiency coefficient method. Finally, the paper puts forward some countermeasures and suggestions on the financial early warning of financial system, and draws the conclusion that the efficiency coefficient method is introduced into the financial early warning model of financial system.
【学位授予单位】：河北工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224;F830.9

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