摘要
探寻行业间关联关系是厘清行业信用风险传导关系的基础。基于产业关联理论而提出的投入产出分析法,为研究社会生产中各行业之间相互依赖关系提供一种实用的经济分析工具,本文基于投入产出法度量行业整体系统重要性及两两行业间关联关系,结合资本市场行业特征厘清行业间风险传导链条,并提出跨行业信用体系建设建议。
Analyzing cross-industry correlation is the basis for cross-industry credit risk management.The inputoutput analysis method provides a practical economic analysis tool for studying the interdependence among various industries.Based on the input-output method,this paper measures the importance of individual industries and the correlation between paired industries.It also clarifies the risk transmission chain between industries by combining industry characteristics on the capital market and offers suggestions for the construction of a cross-industry credit system.
作者
艾仁智
王妍
王信鑫
陈茵
AI Renzhi;WANG Yan;WANG Xinxin;CHEN Yin(China Lianhe Credit Rating Co.,Ltd.)
出处
《金融市场研究》
2023年第2期113-121,共9页
Financial Market Research
关键词
行业信用
信用体系
产业关联
风险传导
风险管理
Industry Credit
Credit System
Industry Relevancy
Risk Transmission
Risk Management
