本文選題：區(qū)域金融風(fēng)險(xiǎn)　切入點(diǎn)：標(biāo)準(zhǔn)化處理　出處：《江蘇大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：區(qū)域金融穩(wěn)定是宏觀金融穩(wěn)定的基礎(chǔ),區(qū)域性金融風(fēng)險(xiǎn)的累積會(huì)形成金融危機(jī),損害國(guó)民經(jīng)濟(jì)、影響社會(huì)穩(wěn)定,因此我國(guó)把防范區(qū)域性系統(tǒng)性金融風(fēng)險(xiǎn)作為金融工作的重要任務(wù)。構(gòu)建區(qū)域金融風(fēng)險(xiǎn)綜合度量體系是防范區(qū)域金融風(fēng)險(xiǎn)、守住區(qū)域性金融風(fēng)險(xiǎn)底線的前提,對(duì)于實(shí)現(xiàn)區(qū)域經(jīng)濟(jì)金融穩(wěn)定、構(gòu)筑金融安全區(qū)、促進(jìn)區(qū)域經(jīng)濟(jì)社會(huì)的協(xié)調(diào)持續(xù)發(fā)展具有十分重要的意義。本文梳理了區(qū)域金融風(fēng)險(xiǎn)的相關(guān)理論,總結(jié)出區(qū)域金融風(fēng)險(xiǎn)的成因、傳導(dǎo)途徑及風(fēng)險(xiǎn)類型,構(gòu)建了區(qū)域金融風(fēng)險(xiǎn)綜合度量體系,并且實(shí)證分析了我國(guó)31個(gè)省市自治區(qū)的金融現(xiàn)狀,總結(jié)出我國(guó)區(qū)域金融發(fā)展存在的問(wèn)題及區(qū)域金融風(fēng)險(xiǎn)的防范對(duì)策。在選取指標(biāo)方面,本文運(yùn)用專家打分法構(gòu)建了涵蓋宏觀經(jīng)濟(jì)因素、區(qū)域經(jīng)濟(jì)因素、區(qū)域金融因素3個(gè)子系統(tǒng),9個(gè)子模塊,43個(gè)監(jiān)測(cè)指標(biāo)的區(qū)域金融風(fēng)險(xiǎn)綜合度量體系。在確定指標(biāo)臨界值方面,文章在借鑒巴塞爾協(xié)議、國(guó)際相關(guān)標(biāo)準(zhǔn)、銀監(jiān)會(huì)、證監(jiān)會(huì)、保監(jiān)會(huì)等規(guī)定的基礎(chǔ)上,結(jié)合我國(guó)歷年經(jīng)濟(jì)發(fā)展?fàn)顩r、各區(qū)域經(jīng)濟(jì)金融現(xiàn)狀,確定了既科學(xué)又符合我國(guó)國(guó)情的臨界值。在計(jì)算指標(biāo)權(quán)重方面,本文分別采用了層次分析法和熵值法計(jì)算各項(xiàng)指標(biāo)的主觀權(quán)重和客觀權(quán)重,并實(shí)現(xiàn)對(duì)各項(xiàng)指標(biāo)綜合權(quán)重的計(jì)算,終得出區(qū)域金融風(fēng)險(xiǎn)的綜合度量。在實(shí)證分析31個(gè)省市自治區(qū)方面,文章使用獲得的區(qū)域金融風(fēng)險(xiǎn)綜合度量體系計(jì)算了31個(gè)省市自治區(qū)的金融風(fēng)險(xiǎn)度水平。基于對(duì)我國(guó)31個(gè)省市自治區(qū)區(qū)域金融風(fēng)險(xiǎn)度水平的實(shí)證分析,本文發(fā)現(xiàn)造成區(qū)域金融風(fēng)險(xiǎn)差異的主要有區(qū)域經(jīng)濟(jì)因素、銀行業(yè)三個(gè)指標(biāo)(撥備覆蓋率、最大十家客戶貸款比例、核心負(fù)債依存度)和特殊影響因素兩個(gè)指標(biāo)(民間投資/總投資、房?jī)r(jià)增長(zhǎng)率/GDP增長(zhǎng)率),我國(guó)區(qū)域金融穩(wěn)定性面臨區(qū)域經(jīng)濟(jì)因素差異為主金融因素差異為輔、缺乏常態(tài)化的綜合度量體系、區(qū)域金融制度創(chuàng)新仍存在不足、區(qū)域生態(tài)環(huán)境尚待優(yōu)化、共性特性并存五個(gè)問(wèn)題,針對(duì)存在的問(wèn)題本文還提出了區(qū)域經(jīng)濟(jì)發(fā)展仍需重視、完善宏觀金融生態(tài)環(huán)境、完善區(qū)域金融生態(tài)環(huán)境、加快區(qū)域金融制度創(chuàng)新、健全金融監(jiān)管體系、建立常態(tài)化的綜合度量體系、宏觀應(yīng)對(duì)共性、微觀解決特性的區(qū)域金融風(fēng)險(xiǎn)防范措施。
[Abstract]:Regional financial stability is the basis of macro-financial stability. The accumulation of regional financial risks will result in financial crises, which will damage the national economy and affect social stability. Therefore, our country regards the prevention of regional systemic financial risk as an important task of financial work. Building a comprehensive measurement system of regional financial risk is the premise of guarding against regional financial risk and keeping the bottom line of regional financial risk. It is of great significance to realize the regional economic and financial stability, to construct the financial security zone and to promote the coordinated and sustainable development of the regional economy and society. The transmission path and risk type, the comprehensive measurement system of regional financial risk is constructed, and the financial situation of 31 provinces, cities and autonomous regions in China is analyzed empirically. This paper summarizes the problems existing in the development of regional finance in China and the countermeasures to prevent regional financial risks. In the selection of indicators, this paper uses the method of expert scoring to construct a system that covers macroeconomic factors, regional economic factors, and so on. Three sub-systems of regional financial factors, 9 sub-modules, 43 monitoring indicators of the regional financial risk comprehensive measurement system. In determining the critical value of indicators, the article draws lessons from the Basel Accord, international relevant standards, CBRC, CSRC, On the basis of the regulations of the CIRC and other regulations, combined with the economic development situation of China over the years and the current economic and financial situation in various regions, the critical values, which are both scientific and in line with the national conditions of our country, have been determined. In terms of calculating the weights of indicators, In this paper, analytic hierarchy process (AHP) and entropy method are used to calculate the subjective weight and objective weight of each index, and the comprehensive weight of each index is calculated. Finally, the comprehensive measurement of regional financial risk is obtained. In the empirical analysis of 31 provinces, cities and autonomous regions, The paper calculates the financial risk level of 31 provinces and autonomous regions by using the comprehensive measurement system of regional financial risk, based on the empirical analysis of the regional financial risk level of 31 provinces, municipalities and autonomous regions in China. This paper finds that the regional financial risk differences are mainly caused by regional economic factors, the banking sector three indicators (reserve coverage, the largest 10 customer loan ratio, The dependence degree of core debt) and special influencing factors (private investment / total investment, house price growth rate / GDP growth rate) and regional financial stability in China are supplemented by differences in regional economic factors and financial factors. In the absence of a regular comprehensive measurement system, the innovation of regional financial system is still deficient, the regional ecological environment needs to be optimized, and the common characteristics coexist. In view of the existing problems, the paper also points out that the development of regional economy still needs to be paid attention to. Improve the macro financial ecological environment, perfect the regional financial ecological environment, accelerate the innovation of the regional financial system, perfect the financial supervision system, establish a regular comprehensive measurement system, and deal with the commonness of the macro financial system. Micro-resolution of the characteristics of regional financial risk prevention measures.
【學(xué)位授予單位】：江蘇大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.7;F127

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