基于因子分析的中国金融风险度量

The Statistical Analysis on Financial Risk in China

本文根据敏感性、权威性和可行性的原则筛选出能够度量我国金融风险大小的10个指标,在此基础上建立因子分析模型,将1991年至2008年的金融风险进行量化。根据模型测算的结果我们发现,1993年、1994年、1998年和2008年的因子综合得分环比增长幅度较大,最后文章对模型测算的结果进行分析,并得出结论。

This paper analyzes ten indicators that can measure China's financial risk according to the principle of sensitivity,authority and feasibility.And the factor analysis model has been introduced to quantify the financial risk from 1991 to 2008.It is indicated that the general factor scores in 1993,1994,1998 and in 2008 became large suddenly.Conclusions based on the statistical analysis of these findings are drawn at the end of the article.