摘要
基于国家金融信息平台"新华08"2000～2010年中国金融监管当局和统计部门的数据,结合十年来中国实际经济运行状况和全球经济形势,在前人研究的基础上,本文对影响中国金融体系脆弱性水平的指标进行了选择,并且采用因子分析法做出了定量的测度。结果表明,十年中,中国金融体系脆弱性水平有了长足的改善,其中流动性风险逐渐减少,信用风险和外汇风险不断波动。基于此,本文给出了相应的政策建议。
Based on the data from 2010 to 2011 China＇s financial regulators and statistics department on national fi- nancial information platform ＂xinhua08 ＂, the real economic performance and previous research, this paper chooses China＇s financial system fragility index and uses the factor analysis to measure. Results show that the level of fragility of China＇s financial system has been improved considerably： liquidity risk reduces gradually but credit risk and foreign cur- rency risk are uneven. Based on this, the paper gives some policy suggestions.
出处
《经济与管理研究》
CSSCI
北大核心
2011年第6期20-27,共8页
Research on Economics and Management
基金
国家发改委立项"金融信息平台(一期)项目"(项目编号:发改高技【2009】3326号)的资助
关键词
金融体系
银行
脆弱性
因子分析
Financial System
Banking
Fragility
Factor Analysis
