大数据方法在系统性金融风险监测预警中的应用进展

Application Progress of Big Data Methods in Systemic Financial Risk Monitoring and Early Warning

大数据为系统性金融风险监测提供了新的数据源,衍生出新的分析方法,为监测系统性金融风险提供了新的视角,并产生了预测效果更好、性能更佳的系统性金融风险预警模型,以更全面的视角考察系统性金融风险的传染情况。系统性金融风险的成因有一些共性因素,也有一些与特定国家相关的国别因素,各类大数据方法模型均有一定的解释和预测力度,不过尚没有统一的普适模型。系统性金融风险传染具有集群效应,并可能跨国传染。未来需要进一步拓展数据源,研判风险成因,与传统统计和计量分析相融合,扩展运用大数据方法。

Big data provides a new data source for systemic financial risk monitoring,and based on the big data analytic method,it provides a new perspective for monitoring systemic financial risk,and produces a systemic finan-cial risk early warning model with better prediction effect and performance,so as to investigate the contagion of sys-temic financial risk from a more comprehensive perspective.The causes of systemic financial risk include some com-mon factors and some factors related to specific countries.Various big data methods and models have certain strength of interpretation and prediction,but there is no unified universal model.Systemic financial risk contagion has cluster ef-fect and may spread across borders.In the future,we need to further expand data sources,judge the causes of risks,integrate with traditional statistics and econometric analysis,and expand the use of big data methods.