基于ESDA的区域金融风险传染评价研究——山东县域数据的实证

A Study of the Evaluation of Risk Contagion of Regional Finance Based on ESDA——The Empirical Study of County Data of Shandong Province

利用山东省2008-2013年县域不良贷款率数据,运用探索性空间数据分析方法(ESDA)对区域金融风险传染现状进行分析后发现:山东省县域金融风险呈现较强的风险传染效应,但这种传染效应呈现逐年减弱趋势,具体表现为高风险县域空间集聚数量和范围的减少,德州地区、菏泽地区和济宁的部分地区依然集聚了省内绝大多数高风险县域,是目前区域金融风险防控的重点地区。为此,应该从总体防控、切断传染渠道以及加强重点地区防控等方面加强区域金融风险防控。

Based on the county＇s non - performing loan rate data of Shandong Province from 2008 to 2013, the article analyzes the present situation of risk contagion of regional finance by using Exploratory Spatial Data Analysis method （ESDA）. The results show that the county＇s financial risk of Shandong Province has a relatively strong contagion effect,but the effect appears to be a weakening trend year by year. The concrete manifestation is that the amount and scale of high risky counties＇ spatial agglomeration is decreasing while most high risky counties still cluster in Dezhou, Heze and part of Jining ,which are regarded as the key areas of prevention and control of present county＇s financial risk. Therefore, the prevention and control should be strengthened by overall consideration, cutting the channel of contagion and strengthening the control of key areas.