期刊文献+

基于可拓方法我国银行体系脆弱性的评价 被引量:2

Study on Evaluation of Banking Fragility in China-Empirical Based on the Extension Method
原文传递
导出
摘要 在银行体系脆弱性评价中借助物元的概念,建立了银行体系脆弱性评价模型,并采用较为客观的评价方法——可拓方法对该模型进行评价,介绍了一种新的银行体系脆弱性评价方法.消除了其它主观评价方法带来的偏差,从而为我国银行体系脆弱性的监管决策提供有益参考. By introducing the method of matter-element to evaluate the fragility about banking system, we set up a new evaluation method. This method eliminate the bias of other subjective evaluation method and at the same time we provide a useful reference for regulatory decision-making about China's banking system.
出处 《数学的实践与认识》 CSCD 北大核心 2011年第19期37-43,共7页 Mathematics in Practice and Theory
基金 教育部新世纪优秀人才支持计划项目(NCET-08-0615) 国家自然科学基金(70871055 60574069)
关键词 银行脆弱性 评价 可拓方法 banking fragility evaluation extension method
  • 相关文献

参考文献21

  • 1Kaminsky, Graciela, SauLizondo. Leading indicators of currency crises MF[J]. Working paper, W p /97/79, 1997.
  • 2Frankel J and Rose A. Currency crashes in emerging markets: an empirical treatment[J]. Journal of International Economics, 1995(41) : 351-366.
  • 3Sachs J, Tornell A, Velasco A. The Mexican Peso crises: Sudden death or death forest?[J]. Journal of International Economics, 1996(41): 265-283.
  • 4Nag AK, Mitra A. Neural networks and early warning prediction system of currency crisis[J]. Reserve Bank of India Occasional Papers, 1996(20): 183-222.
  • 5Charles A. E. Coodhart, Dimitrios P. Tsomocos. Financial stability: theory and applications[J]. Annals of Finance, 2007(3):1-4.
  • 6Goodhart C A E, Sunirand p, Tsomocos D P. A model' to analyse financial fragility[J]. Econ Theory, 2006(27): 107-142.
  • 7Goodhart C A E, Hofmann B. The Phillips curve, the IS curve and Monetary transmission: evidence for the US and the Euro Area[J]. CESifo Econ Stud, 2005(51): 757-75.
  • 8Goodhart C A E, Sunirand P, Tsomocos P. A Model to analyze financial fragility: applications[J]. J Financ Stability 2004(1): 1-30.
  • 9Goodhart C A E, Sunirand P. Tsomocos D P. A risk assessment model for Banks[J]. Ann Financ, 2005(1): 197-224.
  • 10Goodhart C A E, Sunirand P, Tsomocos D P. A time series analysis of financial fragility in the UK banking system[J]. Ann Financ, 2006(2): 1-21.

二级参考文献38

共引文献80

同被引文献16

引证文献2

二级引证文献5

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部