本文關(guān)鍵詞： 外債風(fēng)險(xiǎn) 風(fēng)險(xiǎn)評(píng)價(jià) 指標(biāo)體系 因子分析　出處：《南京理工大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：改革開放對(duì)我國的經(jīng)濟(jì)發(fā)展產(chǎn)生了巨大影響,使我國的經(jīng)濟(jì)實(shí)力和綜合國力得到穩(wěn)步提升。這其中,外債作為彌補(bǔ)資金短缺、平衡國際收支的重要途徑對(duì)我國的經(jīng)濟(jì)發(fā)展起到了積極作用,外債規(guī)模也隨之快速增長。但是,外債規(guī)模的迅速擴(kuò)大以及外債結(jié)構(gòu)方面暴露的種種問題對(duì)我國的金融安全形成了一定的威脅。截止到2012年年末,我國短期外債占外債余額的比重已經(jīng)高達(dá)73.4%,大大高于國際公認(rèn)的警戒線,增大了我國的償債風(fēng)險(xiǎn)。2009年歐債危機(jī)對(duì)世界經(jīng)濟(jì)產(chǎn)生了又一次巨大沖擊,這更加引起各國的專家學(xué)者對(duì)中國外債風(fēng)險(xiǎn)狀況的高度關(guān)注。為了能夠充分發(fā)揮外債對(duì)我國經(jīng)濟(jì)發(fā)展的積極作用,減少外債產(chǎn)生的消極效應(yīng),我們有必要對(duì)外債風(fēng)險(xiǎn)問題進(jìn)行深入研究,加強(qiáng)對(duì)外債規(guī)模的管理,合理安排外債結(jié)構(gòu),從而防范和控制外債風(fēng)險(xiǎn),保障國家金融安全。 本文對(duì)中國外債風(fēng)險(xiǎn)管理問題的研究從外債的基礎(chǔ)概念出發(fā),在對(duì)我國外債規(guī)模風(fēng)險(xiǎn)和結(jié)構(gòu)風(fēng)險(xiǎn)狀況分析的基礎(chǔ)上,借鑒國內(nèi)外已有的研究成果,遵循外債風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系構(gòu)建的原則,根據(jù)外債風(fēng)險(xiǎn)的表現(xiàn)形式,從外債風(fēng)險(xiǎn)的規(guī)模、結(jié)構(gòu)及動(dòng)態(tài)三個(gè)維度構(gòu)建了我國外債風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)體系。通過運(yùn)用客觀賦權(quán)法中的因子分析方法計(jì)算得出我國外債風(fēng)險(xiǎn)評(píng)價(jià)指標(biāo)的權(quán)重,并據(jù)此得到我國外債風(fēng)險(xiǎn)水平的評(píng)價(jià)結(jié)果。分析結(jié)果顯示,至2012年末我國的外債整體風(fēng)險(xiǎn)水平較低,外債風(fēng)險(xiǎn)總體可控,不存在償債風(fēng)險(xiǎn)。從微觀層面來看,中國目前的外債規(guī)模是適度的、可持續(xù)的。但是,外債結(jié)構(gòu)性風(fēng)險(xiǎn)和動(dòng)態(tài)風(fēng)險(xiǎn)較高,需要引起我國外債監(jiān)管部門的重視。
[Abstract]:The reform and opening up has had a great impact on the economic development of our country, which has steadily increased our economic strength and overall national strength. Among these, foreign debt is used to make up for the shortage of funds. The important way to balance the balance of payments has played a positive role in China's economic development, and the scale of foreign debt has also increased rapidly. The rapid expansion of the scale of foreign debt and the problems exposed in the structure of foreign debt pose a certain threat to the financial security of our country. As of the end of 2012, The proportion of China's short-term foreign debt to the foreign debt balance has reached 73.4 percent, which is much higher than the internationally recognized warning line, which has increased the debt repayment risk of our country. In 2009, the European debt crisis had another huge impact on the world economy. This has aroused the great concern of experts and scholars from all over the world about China's foreign debt risk situation. In order to give full play to the positive role of foreign debt in China's economic development and reduce the negative effects of foreign debt, It is necessary for us to study the problem of foreign debt risk in depth, strengthen the management of the scale of foreign debt, arrange the structure of foreign debt rationally, so as to prevent and control the risk of foreign debt and ensure the national financial security. Based on the basic concept of foreign debt and the analysis of the risk of scale and structure of foreign debt in China, this paper draws lessons from the existing research results at home and abroad. Following the principle of establishing an index system for foreign debt risk assessment, according to the manifestation of foreign debt risk, from the scale of external debt risk, The index system of external debt risk evaluation is constructed from three dimensions of structure and dynamic, and the weight of foreign debt risk evaluation index is calculated by using the factor analysis method of objective weighting method. The results show that by end of 2012, the overall risk level of China's foreign debt is relatively low, the overall foreign debt risk is controllable, and there is no debt repayment risk. The scale of China's foreign debt is moderate and sustainable. However, the structural risk and dynamic risk of foreign debt are relatively high, which should attract the attention of China's foreign debt supervision department.
【學(xué)位授予單位】：南京理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F812.5

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