摘要
在参阅国内外相关文献的基础上,根据对金融风险的分类,合理构建了金融风险预警指标体系,利用主成分和因子分析法对各指进行赋权,对年各指标数据加权求和,测算出各样本年份金融风险水平,并对其原因进行了合理剖析。研究结果表明:在2003-2008年期间,由于资本市场价格泡沫和国际金融危机的冲击使我国2007年金融风险指数达到最高;2008年资本市场价格得以理性回归,商业银行资本充足率的达标率进一步提高,金融危机的负面影响逐渐衰退,金融风险指数降到最低。
After studying the home and abroad relevan ce document, the precaution index system of financial risk is constructed according to the sorts of financial risk. The level of financial risk of every years is calculated by adding all weighted targets and analyzed its cause. The result study indicated that the level of financial risk was the highest in 2007 year for reasons of the price foam of capital market in our country and the infection of international financial crisis. And the level of financial risk in 2008 year reached the minimum because that the price of capital market Capita dropped its rational level and the adequacy ratio of commercial banks was improved and the negative influence declined down gradually.
出处
《特区经济》
北大核心
2010年第4期72-74,共3页
Special Zone Economy
基金
河北省社科联2009年度河北省社会科学发展研究课题"开放条件下金融风险预警指标体系研究(编号:200904009)"的部分研究成果
关键词
金融风险
预警指标体系
主成分分析法
Financial risk
Precaution index System
Principal Component Analysis
