本文選題：系統性金融風險 + 金融壓力指數��； 參考：《安徽財經大學》2012年碩士論文

【摘要】：從二十世紀九十年代末的東南亞金融危機,到2008年的次貸危機,再到歐美主權債務危機,近年來在國際范圍內金融危機不斷頻發(fā),引起各國的高度重視,金融危機的防范已經成為一個世界性的課題。我國經過30多年的改革開放,取得了舉世矚目的巨大發(fā)展,但同時也面臨新的問題,在金融領域尤為突出。完善金融體制,加強金融監(jiān)管與金融風險防范已迫在眉睫。 本文通過對我國系統性金融風險現狀的分析,總結國內外相關研究文獻和防范措施,利用系統分析的方法,對我國金融系統性風險進行考察與研究。本文運用金融壓力指數這一概念來解釋我國系統性金融風險的產生、變化以及預測防范,指標體系主要借鑒了Balakrishnan,Danninger,Elekdag and Tytell的構建方法,在變量選取上根據我國具體國情,選擇了銀行業(yè)風險利差、股票市場波動性和主權債務利差等三個指標,根據對比不同時期我國金融壓力指數的變化反映我國系統性金融風險的變化情況。本文還通過構建回歸模型驗證了金融壓力變化對GDP的影響,并以此為依據,指出及時控制防范金融系統性風險對我國經濟持續(xù)穩(wěn)定增長的重要性。文章還依據以上分析對系統性金融風險的防范提出了相關的政策建議,指出完善現有的金融體制,加強有效的金融監(jiān)管,建立合適的預警機制,及時迅速的作出反應是預防風險的有效途徑。
[Abstract]:From the Southeast Asian financial crisis in the late 1990s, to the subprime crisis in 2008, and to the sovereign debt crisis in Europe and the United States, the financial crisis in the world has been frequent in recent years, which has aroused the high attention of all countries. The prevention of the financial crisis has become a worldwide topic. After 30 years of reform and opening up, China has made a lift. There is a great development in the world, but it is also facing new problems, especially in the financial field. It is imminent to improve the financial system and strengthen financial supervision and financial risk prevention.
Through the analysis of the current situation of systemic financial risk in China, this paper summarizes the relevant research literature at home and abroad and the preventive measures, and makes use of the method of system analysis to investigate and study the financial systemic risk of our country. This paper uses the concept of financial pressure index to explain the emergence, change and prediction of our national financial risk. The index system mainly draws on the construction method of Balakrishnan, Danninger and Elekdag and Tytell. According to the specific national conditions of our country, the index system selects three indexes, such as the risk difference of the banking industry, the volatility of the stock market and the difference of sovereign debt, which reflect the systematic gold of our country according to the changes of the financial pressure index in different periods of China. This paper also validates the impact of financial pressure change on GDP by building a regression model, and points out the importance of timely control of financial systemic risk on sustained and stable growth of China's economy. The article also puts forward relevant policies to prevent the systemic financial risk from the above analysis. It is pointed out that it is an effective way to prevent risk by improving the existing financial system, strengthening effective financial supervision, setting up appropriate early warning mechanism and responding promptly and quickly.
【學位授予單位】：安徽財經大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.5;F224

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