我国宏观金融风险的统计分析

【作者】 李正辉；

【导师】 许鹏；

【作者基本信息】 湖南大学 ， 统计学， 2003， 硕士

【摘要】 本文以宏观金融风险为研究对象，研究我国宏观金融风险的理论体系、统计度量模型和政策，运用大量的统计数据对市场经济体制建立以来我国宏观金融风险状况进行了分析和评价，试图探索我国宏观金融风险的变化规律和形成原因的特殊性，为国家宏观金融风险的战略管理提出理论依据和政策建议。其主要研究内容如下： 首先，从风险、金融风险和宏观金融风险等定义出发，总结了宏观金融风险形成原因的复杂性和多重性、生成的潜伏性、与金融发展的相随性和引发危机的严重性等基本特征，从金融风险产生的一般根源、信息根源和国际背景三方面论述了宏观金融风险形成的机理，最后阐释了从金融风险到金融危机的传导机制。 其次，根据指标体系构建的规范性、客观性、灵敏性和可操作性等原则，构建了由宏观经济环境风险、银行坏账风险、泡沫经济风险、国债风险和外资冲击型风险构成的宏观金融风险评价指标体系；然后按照映射法对指标进行标准化处理，采用层次分析法确定各大类因素的权重，并用加权平均法得出宏观金融风险的统计度量模型。 再次，利用1993年至2001年的相关统计数据，对我国近段时期的宏观金融风险进行了总体分析和评价，得出了如下结论：宏观经济环境在安全区间运行、银行坏账和国债风险是我国目前主要的金融风险、具有一定程度的泡沫经济风险、外资风险不具备制度基础。并且从产权制度、金融体系的结构性矛盾、证券市场的运行机制和国有资产管理制度缺陷四个方面分析了我国宏观金融风险形成的特殊性。 最后，从化解不良资产、改善法律环境、维护市场信用、建立有效的金融监管体系、国家利用外资的政策和创造条件走向资本项目可自由兑换五个方面提出了我国的宏观金融风险管理战略措施。更多还原

【Abstract】 The thesis takes finance risk as research object which studies up on the theory system , statistic measurement models and policy of China macroscopic finance risk .The author applies lots of data in analyzing and evaluating China macroscopic finance risk from the establishment of market economic system , and tries to explore the discipline and characteristic ,then bring forward theoretical source and policy suggestion for the strategic management of national macroscopic finance risk .The main contents is as follows:The first chapter defines risk ,finance risk and macroscopic finance risk ,then concludes the basic characteristic of macroscopic finance risk ,involving the complexity and multiplicity of forming reasons generated latency ,accompanying of finance development and severity of educing crisis .Finally ,it discusses forming mechanism of macroscopic finance risk from three aspects ,such as general source ,informational source and international background represents following action and gearing utility in the process from risk to crises.The second chapter builds up indicator system of macroscopic finance risk according to standard ,objectivity ,sensitivity and operability ,which includes macroscopic finance environment risk ,bank default risk, foam economic risk ,national debt risk and foreign capital impacting risk .Next ,it standardize indicator by adopting mapping , and applies hierarchy analytical process in determining weight .At last ,it draws statistic measurement models by weighted average method.The third chapter analyses and evaluates China present macroscopic finance risk by using statistical data from 1993 to 2001 ,which draws conclusions rfirstly , macroscopic economy environment is in the safe intervals ;secondly , bank default risk is the main risk ;thirdly ,there is foam economy and national debt risk in China in some degree ,fourthly ,there is not institutional base for forming foreign capital risk .In the end ,the author analyses the speciality of forming macroscopic finance risk.The fourth chapter puts forward the strategic management measures of national macroscopic finance risk which consists of bettering badness capital improving legal environment preserving market credit ,building up available finance supervising andcontrolling system and taking advantages of foreign capital policy and creating conditions to exchange capital item freely .更多还原