本文選題：多維度 + 金融風(fēng)險(xiǎn)�。� 參考：《暨南大學(xué)》2013年碩士論文

【摘要】：經(jīng)濟(jì)的發(fā)展越來(lái)越離不開(kāi)金融的支持，而金融風(fēng)險(xiǎn)特別是金融危機(jī)對(duì)經(jīng)濟(jì)的影響又是巨大的，如今不僅是經(jīng)濟(jì)的全球化而且金融的全球化也在不斷的深化。因此，金融對(duì)經(jīng)濟(jì)的雙重影響是揮之不去的。如何去量化金融風(fēng)險(xiǎn)和對(duì)金融風(fēng)險(xiǎn)預(yù)警是目前急需解決的問(wèn)題之一。雖然金融全球化不斷深化，但因各國(guó)經(jīng)濟(jì)發(fā)展程度、政治體制、文化不同，所以，各國(guó)的金融風(fēng)險(xiǎn)情況也是有差異的。 基于中國(guó)的實(shí)際情況，本文從多維角度出發(fā)來(lái)研究中國(guó)的金融風(fēng)險(xiǎn)度量的統(tǒng)計(jì)分析方法。首先，本文闡述了金融風(fēng)險(xiǎn)相關(guān)理論。金融風(fēng)險(xiǎn)理論主要包括以下四個(gè)方面：金融風(fēng)險(xiǎn)成因、金融風(fēng)險(xiǎn)指標(biāo)、金融風(fēng)險(xiǎn)統(tǒng)計(jì)分析方法和金融風(fēng)險(xiǎn)分類等理論；其次，本文建立二層次五個(gè)維度的金融風(fēng)險(xiǎn)指標(biāo)體系。通過(guò)CRITIC和極大不相關(guān)法分別對(duì)五個(gè)維度金融風(fēng)險(xiǎn)指標(biāo)進(jìn)行篩選，建立了宏觀經(jīng)濟(jì)維度、銀行與貨幣維度、泡沫維度、外部沖擊維度和債務(wù)維度的金融風(fēng)險(xiǎn)指標(biāo)體系。第三，金融風(fēng)險(xiǎn)度量研究。通過(guò)二層次CRITC-灰色關(guān)聯(lián)模型對(duì)金融風(fēng)險(xiǎn)進(jìn)行綜合評(píng)價(jià)，以此來(lái)對(duì)每個(gè)維度風(fēng)險(xiǎn)的五個(gè)指標(biāo)降為一個(gè)，最后將25個(gè)指標(biāo)降為1維的整體金融風(fēng)險(xiǎn)。利用VaR模型來(lái)對(duì)降維后的金融風(fēng)險(xiǎn)進(jìn)行量化，量化后的金融風(fēng)險(xiǎn)與中國(guó)的實(shí)際情況是非常吻合；第四，對(duì)未來(lái)五期金融風(fēng)險(xiǎn)進(jìn)行預(yù)測(cè)。通過(guò)采用HLOT模型對(duì)量化的金融風(fēng)險(xiǎn)進(jìn)行預(yù)測(cè)，未來(lái)五年整體金融風(fēng)險(xiǎn)仍處于較高區(qū)域。
[Abstract]:The development of economy is more and more inseparable from the financial support, and the financial risk, especially the financial crisis, has a great impact on the economy. Nowadays, not only the globalization of economy, but also the globalization of finance is deepening.Therefore, the dual impact of finance on the economy is lingering.How to quantify financial risk and early warning of financial risk is one of the problems that need to be solved.Although financial globalization continues to deepen, there are differences in the financial risk situation among countries because of the different levels of economic development, political system and culture.Based on the actual situation in China, this paper studies the statistical analysis method of financial risk measurement in China from multidimensional perspective.First, this article elaborated the financial risk correlation theory.The financial risk theory mainly includes the following four aspects: the cause of financial risk, the financial risk index, the financial risk statistical analysis method and the financial risk classification theory; secondly, this paper establishes the financial risk index system with two levels and five dimensions.The financial risk index system of macroeconomic dimension, bank and currency dimension, bubble dimension, external shock dimension and debt dimension is established by CRITIC and maximum discorrelation method.Third, financial risk measurement research.A two-level CRITC- grey relational model is used to evaluate the financial risk comprehensively, so that the five indexes of each dimension risk are reduced to one, and the 25 indexes are reduced to the overall financial risk of one dimension.Using VaR model to quantify the financial risk after dimensionality reduction, the quantitative financial risk is very consistent with the actual situation in China. Fourthly, the financial risk in the next five periods is predicted.By using HLOT model to predict the quantitative financial risk, the overall financial risk is still in a higher region in the next five years.
【學(xué)位授予單位】：暨南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F224;F830.99

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 袁合才;辛艷輝;;基于AHP和CRITIC方法的水資源綜合效益模型[J];安徽農(nóng)業(yè)科學(xué);2011年04期

2 吳佳;;金融危機(jī)傳染效應(yīng)與我國(guó)金融風(fēng)險(xiǎn)預(yù)警研究[J];北方經(jīng)貿(mào);2009年08期

3 蔣嵐;;我國(guó)金融風(fēng)險(xiǎn)管理存在的問(wèn)題及對(duì)策[J];北方經(jīng)貿(mào);2011年09期

4 謝杰;張海森;;全球金融危機(jī)爆發(fā)的原因及其對(duì)中國(guó)經(jīng)濟(jì)的影響[J];國(guó)際貿(mào)易問(wèn)題;2009年07期

5 吳成頌;;我國(guó)金融風(fēng)險(xiǎn)預(yù)警指標(biāo)體系研究[J];技術(shù)經(jīng)濟(jì)與管理研究;2011年01期

6 閻春寧;海蘊(yùn)博;;采用因子分析法來(lái)度量金融風(fēng)險(xiǎn)[J];價(jià)值工程;2011年01期

7 陳秋玲;薛玉春;肖璐;;金融風(fēng)險(xiǎn)預(yù)警:評(píng)價(jià)指標(biāo)、預(yù)警機(jī)制與實(shí)證研究[J];上海大學(xué)學(xué)報(bào)(社會(huì)科學(xué)版);2009年05期

8 陳述云;綜合評(píng)價(jià)中指標(biāo)的客觀賦權(quán)方法[J];上海統(tǒng)計(jì);1995年06期

9 張小兵,黃建;金融風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系及綜合評(píng)價(jià)方法研究[J];統(tǒng)計(jì)與信息論壇;2003年02期

10 孫斌;;金融風(fēng)險(xiǎn)的原因及防范對(duì)策研究[J];中國(guó)安全科學(xué)學(xué)報(bào);2007年07期

相關(guān)碩士學(xué)位論文 前4條

1 李正輝;我國(guó)宏觀金融風(fēng)險(xiǎn)的統(tǒng)計(jì)分析[D];湖南大學(xué);2003年

2 李艷會(huì);我國(guó)的金融風(fēng)險(xiǎn)綜合評(píng)價(jià)[D];吉林大學(xué);2007年

3 劉s，

本文編號(hào)：1755588