【作者】 陈旭；

【导师】 熊熊；

【作者基本信息】 天津大学 ， 工商管理硕士（专业学位）， 2020， 硕士

【摘要】 近年来区域金融风险事件的频发给金融市场带来了巨大的影响。天津作为环渤海的经济中心所受影响更为严重。因此,本文尝试通过对天津市政府财政债务情况、渤钢集团、天房集团这些金融事件的分析,借鉴国内外学者的研究成果划分出区域经济景气维度、政府调控能力维度、金融运行效率维度及金融稳健运行维度这四大维度,并根据这四项维度所涉及的数据指标进行筛选,最终获得28项金融指标作为上述维度的核心数据,搜集并整理国家统计局自2006年至2019年度各季度数据,通过主成分分析方法提炼出能反映各自维度信息的主要成分,并依据方差贡献率的基础对主要成分进行赋权,推广上述方法至各个维度,并计算获得能够反应各维度综合情况的指数。再结合相关性分析所得系数对各维度综合指数进行赋权操作,最终合成出天津市的区域金融风险指数,并通过该方法验证天津市区域金融风险的变换趋势,用以确认模型的有效性,并形成一套有效的预警指标体系。结果表明:根据模型合成的综合指数可以有效的反映天津市的区域金融风险趋势,并以此为依据提出了相应的对策及建议。更多还原

【Abstract】 In recent years,the frequent occurrence of regional financial risk events has brought a huge impact on the financial market.As an economic center around the Bohai Sea,Tianjin has been more severely affected.Therefore,this article attempts to divide the regional economic prosperity dimension,government regulation capability dimension,financial operation efficiency dimension and the analysis of financial events such as Tianjin government’s fiscal debt situation,Bogang Group and Tianfang Group based on the research results of domestic and foreign scholars.The four dimensions of financial sound operation dimensions were screened according to the data indicators involved in these four dimensions,and 28 financial indicators were finally obtained as the core data of the above dimensions.The National Bureau of Statistics collected and sorted the quarters from 2006 to 2019 Data,through the principal component analysis method to extract the main components that can reflect the information of each dimension,and weight the main components based on the variance contribution rate,extend the above method to each dimension,and calculate the index that can reflect the comprehensive situation of each dimension.Combining the coefficients obtained from the correlation analysis to perform weighting operations on the comprehensive indexes of each dimension,and finally synthesize the regional financial risk index of Tianjin,and use this method to verify the transformation trend of Tianjin’s regional financial risk to confirm the validity of the model.And form an effective early warning indicator system.The results show that the comprehensive index synthesized according to the model can effectively reflect the trend of regional financial risks in Tianjin,and corresponding countermeasures and suggestions are put forward based on this.更多还原