本文選題：金融危機(jī)監(jiān)測(cè)指數(shù) + 金融壓力指數(shù)　； 參考：《國(guó)際金融研究》2010年03期

【摘要】：美國(guó)次貸危機(jī)爆發(fā)后逐步升級(jí),并演變?yōu)橐粓?chǎng)全球性金融危機(jī)。危機(jī)雖未對(duì)我國(guó)金融體系產(chǎn)生較大影響,但卻通過(guò)實(shí)體經(jīng)濟(jì)的傳導(dǎo)鏈條,對(duì)我國(guó)經(jīng)濟(jì)尤其是制造業(yè)形成了顯著沖擊。面對(duì)嚴(yán)峻形勢(shì),我國(guó)迫切需要建立一套危機(jī)跟蹤監(jiān)測(cè)指標(biāo)體系,及早做好相應(yīng)預(yù)案準(zhǔn)備,積極穩(wěn)妥地應(yīng)對(duì)危機(jī)。本文嘗試構(gòu)建了一套新的金融危機(jī)監(jiān)測(cè)綜合指標(biāo)體系,并合成為一個(gè)綜合指數(shù),即金融危機(jī)風(fēng)險(xiǎn)指標(biāo)(Risk of Financial Crisis Index,ROFCI)。本文界定了ROFCI每項(xiàng)指標(biāo)的區(qū)域劃分標(biāo)準(zhǔn),并運(yùn)用美國(guó)的數(shù)據(jù)進(jìn)行了檢驗(yàn),并進(jìn)一步對(duì)ROFCI進(jìn)行了回溯評(píng)價(jià)。
[Abstract]:After the outbreak of the subprime mortgage crisis in the United States, it escalated gradually and turned into a global financial crisis. Although the crisis has not had a great impact on the financial system of our country, but through the transmission chain of the real economy, it has formed a remarkable impact on the economy of our country, especially on the manufacturing industry. Facing the severe situation, our country urgently needs to establish a set of crisis tracking and monitoring index system, to prepare the corresponding plan as soon as possible, and to deal with the crisis actively and steadily. This paper attempts to construct a new comprehensive index system of financial crisis monitoring, which can be combined into a comprehensive index, I. e., risk of Financial Crisis index. This paper defines the regional standard of each ROFCI index, tests it with the data of the United States, and makes a further retrospective evaluation of ROFCI.
【分類號(hào)】：F831.59

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1 中國(guó)銀行國(guó)際金融研究所課題組;;金融危機(jī)監(jiān)測(cè)指標(biāo)體系研究[J];國(guó)際金融研究;2010年03期

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本文編號(hào)：1882857