中非法郎区银行风险预警研究--基于层次法和熵值法的组合分析

Research on Banking Risk Early-warning in CEMAC Area——Combination Analysis Based on Analytic Hierarchy Process and Entropy Method

随着"一带一路"倡议下中非产能合作的深入推进,政府和"走出去"企业对非洲区域的金融和银行风险也越来越关注。本文基于宏观资产负债表框架,选取银行业资产负债表相关分析指标作为微观预警指标,结合外部宏观环境预警指标,构建了中非银行业风险评价和预警指标体系,采用层次法和熵值法相结合的组合法来确定指标权重,计算风险指数,标识风险区间,从而实现了风险的计量、监测、预警和管理。从实证分析来看,风险权重较大的内外部直接因素分别为银行业快速增长的贷存比和中非共同体日益增加的经常项目赤字。为此,建议加强银行业资产负债表管理,建立危机预警体系,中非产能合作和金融合作也要充分认识到非洲金融市场的特点和风险。

Based on the macro balance sheet framework, this paper chooses the relevant indicators of the balance sheet of the banking sector as the micro early-warning indicators combined with the macro environmental early-warning indicators to construct banking risk early-warning framework in the CEMAC area. Then author combines the Analytic Hierarchy Process and Entropy Method to determine the weight of each indicator, calculate the early-warning index, identify the risk zone and realize the risk measurement, surveillance and early-warning and management. Empirical analysis shows that the most impor- tant internal factor is the fast-growing loan-to-deposit ratio of the banking sector and the most important external factor is the increasing current account deficit in CEMAC area. Therefore it is proposed to strengthen the banking balance sheet man- agement, establish the early-warning system. The China-African cooperation must take the market characteristics and banking risk features into account.