中国金融监管指标体系构建研究  

On the Financial Supervision Indicator System in China

作　　者：叶永刚[1] 张培[1] 

机构地区：[1]武汉大学经济与管理学院,湖北武汉430072

出　　处：《金融研究》2009年第4期159-171,共13页Journal of Financial Research

基　　金：教育部哲学社会科学研究后期资助重大项目(编号:07JHQ003)的资助

摘　　要：金融监管是需要建立在系统性的定量分析框架基础之上的,而金融监管指标体系的构建是整个定量分析框架的核心,本文从这一思想出发,建立了我国的金融监管指标体系,反映了金融监管的效果,为系统性定量分析框架的建立奠定基础。本文首先提出了金融监管指标体系的概念,然后对我国金融监管指数的构成因素及权重进行了分析,接着构建了我国金融监管指标体系并运用主成分分析法对我国金融监管指数进行了估计和分析,最后根据估计结果提出结论和政策建议。Financial supervision system should be based on the systematic quantitative analysis, and the financial supervision index is the core of the whole system. From this point of view, this paper establishes an indicator system of financial supervision that reflected the effect of financial supervision and laid a foundation of systematic quantitative analytic framework. This paper firstly puts forward a definition of financial supervision indi- cator system, and then analyzes the components of index and the weights. Then, the authors establish an indicator system and use principal components analysis to estimate the index. Finally, some suggestions are put forward according to the conclusion.

关 键 词：金融监管指数 指标体系 主成分分析 

分 类 号：F832.1[经济管理—金融学] F224