基于组合评估法的金融生态指数构建研究

Research on the Construction of Financial Ecological Index Based on Portfolio Assessment

鉴于传统的金融生态评估方案几乎都存在随意选取指标或主观赋权的缺陷,采用组合评估的基本思想,对合成金融生态指数的初选指标进行信度检验、效度检验和类成分检验,得到构成金融生态指数灵敏度最高、代表性最强的指标;再借助因子分析法进行赋权,由此估算出我国近年来的金融生态指数。研究结果较为客观地表征了我国金融环境的整体局势,并合理地解释了我国金融出现波动的原因,可以成为我国当前分析金融整体状况的依据。

In view of the traditional financial ecological assessment program, there almost exist shortcomings of random selection of indicators or subjective empowerment. In this paper, we use the basic idea of the portfolio as- sessment to test the reliability, validity and component of the primary indicators of the synthetic financial ecological index, and get the most sensitive and representative indicators of financial ecological index. And then use the factor analysis method to empower, thus estimating the financial ecological index of China in recent years. The results of the study objectively reflect the overall situation of China＇s financial environment, and can reasonably explain the reasons for fluctuations in China＇s financial sector. It can be the basis for the analysis of the overall financial situa- tion in China.