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银行业短期流动性风险预警研究 被引量:1

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摘要 本文运用ROC曲线分析银行业短期流动性风险的预警能力,选取外汇占款、年末效应、存贷比、宏观经济景气指数和货币净投放5个指标进行判别比较,发现外汇占款、年末效应、宏观经济景气指数具有比较好的预警效果,货币净投放指标与其作为一种预警指标,不如把对其的曲线分析看作是货币政策的效果检验。
作者 张伟锋
机构地区 浙江财经大学
出处 《时代金融》 2014年第5X期60-61,共2页 Times Finance
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