区域金融风险的综合度量及实证研究

发布时间：2018-03-18 00:32

本文选题：区域金融风险　切入点：标准化处理　出处：《江苏大学》2017年硕士论文　论文类型：学位论文

【摘要】：区域金融稳定是宏观金融稳定的基础,区域性金融风险的累积会形成金融危机,损害国民经济、影响社会稳定,因此我国把防范区域性系统性金融风险作为金融工作的重要任务。构建区域金融风险综合度量体系是防范区域金融风险、守住区域性金融风险底线的前提,对于实现区域经济金融稳定、构筑金融安全区、促进区域经济社会的协调持续发展具有十分重要的意义。本文梳理了区域金融风险的相关理论,总结出区域金融风险的成因、传导途径及风险类型,构建了区域金融风险综合度量体系,并且实证分析了我国31个省市自治区的金融现状,总结出我国区域金融发展存在的问题及区域金融风险的防范对策。在选取指标方面,本文运用专家打分法构建了涵盖宏观经济因素、区域经济因素、区域金融因素3个子系统,9个子模块,43个监测指标的区域金融风险综合度量体系。在确定指标临界值方面,文章在借鉴巴塞尔协议、国际相关标准、银监会、证监会、保监会等规定的基础上,结合我国历年经济发展状况、各区域经济金融现状,确定了既科学又符合我国国情的临界值。在计算指标权重方面,本文分别采用了层次分析法和熵值法计算各项指标的主观权重和客观权重,并实现对各项指标综合权重的计算,终得出区域金融风险的综合度量。在实证分析31个省市自治区方面,文章使用获得的区域金融风险综合度量体系计算了31个省市自治区的金融风险度水平。基于对我国31个省市自治区区域金融风险度水平的实证分析,本文发现造成区域金融风险差异的主要有区域经济因素、银行业三个指标(拨备覆盖率、最大十家客户贷款比例、核心负债依存度)和特殊影响因素两个指标(民间投资/总投资、房价增长率/GDP增长率),我国区域金融稳定性面临区域经济因素差异为主金融因素差异为辅、缺乏常态化的综合度量体系、区域金融制度创新仍存在不足、区域生态环境尚待优化、共性特性并存五个问题,针对存在的问题本文还提出了区域经济发展仍需重视、完善宏观金融生态环境、完善区域金融生态环境、加快区域金融制度创新、健全金融监管体系、建立常态化的综合度量体系、宏观应对共性、微观解决特性的区域金融风险防范措施。
[Abstract]:Regional financial stability is the basis of macro-financial stability. The accumulation of regional financial risks will result in financial crises, which will damage the national economy and affect social stability. Therefore, our country regards the prevention of regional systemic financial risk as an important task of financial work. Building a comprehensive measurement system of regional financial risk is the premise of guarding against regional financial risk and keeping the bottom line of regional financial risk. It is of great significance to realize the regional economic and financial stability, to construct the financial security zone and to promote the coordinated and sustainable development of the regional economy and society. The transmission path and risk type, the comprehensive measurement system of regional financial risk is constructed, and the financial situation of 31 provinces, cities and autonomous regions in China is analyzed empirically. This paper summarizes the problems existing in the development of regional finance in China and the countermeasures to prevent regional financial risks. In the selection of indicators, this paper uses the method of expert scoring to construct a system that covers macroeconomic factors, regional economic factors, and so on. Three sub-systems of regional financial factors, 9 sub-modules, 43 monitoring indicators of the regional financial risk comprehensive measurement system. In determining the critical value of indicators, the article draws lessons from the Basel Accord, international relevant standards, CBRC, CSRC, On the basis of the regulations of the CIRC and other regulations, combined with the economic development situation of China over the years and the current economic and financial situation in various regions, the critical values, which are both scientific and in line with the national conditions of our country, have been determined. In terms of calculating the weights of indicators, In this paper, analytic hierarchy process (AHP) and entropy method are used to calculate the subjective weight and objective weight of each index, and the comprehensive weight of each index is calculated. Finally, the comprehensive measurement of regional financial risk is obtained. In the empirical analysis of 31 provinces, cities and autonomous regions, The paper calculates the financial risk level of 31 provinces and autonomous regions by using the comprehensive measurement system of regional financial risk, based on the empirical analysis of the regional financial risk level of 31 provinces, municipalities and autonomous regions in China. This paper finds that the regional financial risk differences are mainly caused by regional economic factors, the banking sector three indicators (reserve coverage, the largest 10 customer loan ratio, The dependence degree of core debt) and special influencing factors (private investment / total investment, house price growth rate / GDP growth rate) and regional financial stability in China are supplemented by differences in regional economic factors and financial factors. In the absence of a regular comprehensive measurement system, the innovation of regional financial system is still deficient, the regional ecological environment needs to be optimized, and the common characteristics coexist. In view of the existing problems, the paper also points out that the development of regional economy still needs to be paid attention to. Improve the macro financial ecological environment, perfect the regional financial ecological environment, accelerate the innovation of the regional financial system, perfect the financial supervision system, establish a regular comprehensive measurement system, and deal with the commonness of the macro financial system. Micro-resolution of the characteristics of regional financial risk prevention measures.
【学位授予单位】：江苏大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.7;F127

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