宏观审慎视角下银行业金融机构稳健性评估预警体系初探

Preliminary Study on the Stability Assessment and Warning System of the Banking Financial Institutions from the Macro-prudential Perspective

我国"十二五"规划纲要提出,要"构建逆周期的金融宏观审慎管理制度框架,建立健全系统性金融风险防范预警体系、评估体系和处置机制"。建立健全金融稳健性评估预警机制对宏观审慎管理至关重要。本文运用模糊综合识别、层次分析法等技术手段,探索构建银行业金融机构稳健性评估预警模型,并将其运用于实证分析。

China＇s 12th Five-Year Plan puts forward that we need build the counter-cyclical macro-prudential financial management framework, establish financial risk prevention system, evaluation system and disposal mechanism. It is very essential to establish warning mechanism of financial stability assessment. From the perspective of quantitative evaluation, this paper aims to establish a model of financial stability assessment of banking financial institutions, employing vague synthetic assessment and AHP etc, and uses it in empirical analysis.