摘要
研究中引申沿用了证券投资领域中系统性风险和非系统性风险的概念,将区域银行体系风险以是否可以分散为标志划分为系统性风险和非系统性风险;按照多指标综合评价的思路,将河南省银行体系的诸类风险的各类表征细化为指标体系;采用模糊综合评价模型建立了银行体系风险监测评估的应用模型。通过对河南省1999年-2003年实际数据对模型进行了验证,结果表明本研究建立的河南省银行风险监测和评估模型对区域银行风险监测评估具有实用价值。
This paper, firstly, introduces and develops the concepts of systematic risk and nonsystematic risk in securities investment sector, which are used to classify regional banking system risk in the light of dispersion or non-dispersion. Secondly, the paper, following the idea of 'comprehensive multi-target evaluation', breaks the expressive characteristics of various risks in the banking system in Henan down into a target system, and designs an applicable model for monitoring and evaluating this risk by the employment of a fuzzy comprehensive evaluation model. Finally, it provides a verification of the model on the basis of analyzing the actual data of the risks occurred between 1999 and 2003. The main findings show that the designed model is of practical value for monitoring and evaluating regional banking risk.
出处
《金融理论与实践》
北大核心
2004年第7期44-48,共5页
Financial Theory and Practice
关键词
区域
银行风险
监测评估
region
banking risk
monitoring and evaluating
