复杂环境下银行业多指标风险评估方法及防控策略研究——基于中国省际面板数据的分析

Method of Multi-index Risk Estimation and Control Strategy of the Banking Industry under the Complex Environment——Based on the Provincial Level Panel Data of China

在目前国内外复杂金融环境下,有效识别金融风险及其变化趋势有助于防范和化解金融危机,筑牢国家金融安全屏障。特别是在大数据金融蓬勃发展的背景下,应用数据信息监控金融风险的状况和趋势更具重要的现实意义。以下首先依托已有经验数据提出度量极大经验风险曲面和极小经验风险曲面的方法。其次,根据极大风险曲面提出计算决策单元综合风险指数的模型,以及相应的决策单元投影公式。同时,依据极小风险曲面估计决策单元风险降低的程度和策略。最后,应用这些方法分析了中国31个省区市2013~2017年银行业的风险状况,并提出了相应的改进策略。

For the current complex financial environment in the whole world, it will be helpful to prevent and resolve the financial crisis and build a national financial security to effectively identify the financial risk and its changing trends. Especially in the time that the big data finance is developing rapidly, it is more important to monitor the situation and trend of financial risk by using data information. Therefore, this paper is based on the previous experience data and gives a method of calculating the maximum risk surface and the minimum risk surface. Then, the method to calculate the comprehensive risk index and projection of decision-making unit are given by using above maximum risk surface. At the same time, the degree and strategy of risk reduction are estimated by using the minimum risk surface. Finally, this paper analyzes the risk situation and improvement strategy of banking industry in 31 provinces of China from 2013 to 2017.