区域系统性金融风险测度与防范

Measurement and Prevention of Regional Systematic Financial Risk

本文通过区域系统性金融风险测度方法进行了研究,以陕西省为例,计算了陕西省系统性金融风险指数,发现该指数以一年为周期呈现规律的周期性波动。并对陕西省系统性金融风险指数影响因素进行实证研究,结果显示不良贷款率、资本充足率和存贷比都对陕西省系统性金融风险具有正向作用,其中受资本充足率的影响较大。最后,本文给出了几点建议及后续研究方向和内容。

this paper calculated systemic financial risk index in Shaanxi province by using regional systemic financial risk measurement methods. It found regular cyclical fluctuations in one year period. We did an empirical research on the systemic financial risk index factors, which showed that non-performing loan ratio, capital adequacy ratio and loan-deposit ratio of systemic financial risk are having a positive effect in Shaanxi province. It is more affected by the larger capital adequacy ratio. Finally, this paper gives some suggestions and follow-up research direction and content.