金融机构非系统性风险集成评价与监测研究——后危机时代的新思考  

Research on Integrating Evaluation and Surveillance for Non-system Risk in Financial Institutions——New Thinking in Post-crisis Era

作　　者：刘骅[1] 卢亚娟[1] 

机构地区：[1]南京审计学院金融学院

出　　处：《财贸经济》2012年第2期66-72,共7页Finance & Trade Economics

基　　金：江苏省高校哲学社会科学研究重大项目"后危机时代加快江苏金融业发展的思路与对策研究(2011ZDAXM020)";江苏省六大人才高峰项目"江苏新型农村金融机构发展与风险管理研究"的阶段性研究成果;江苏省"青蓝工程"项目资助

摘　　要：后危机时代对金融风险的认知、度量和监管无疑将受到更为广泛的关注。本文通过对我国金融机构非系统性风险表征形式的分析,借鉴理论界已有的研究成果,构建了适应我国金融机构非系统性风险度量的指标体系,并运用网络层次和灰色关联的集成评价方法对江苏省4个金融机构非系统性风险评价方案进行了实证分析。最后依据该类风险特性,提出了针对性的风险防范措施。The cognition, measurement and regulation ot tinanclal rlsR have attracted more wloely spread attention in post-crisis era. Based on analysis of the formation representation of non- system risk in financial institutions and reference of theoretical results of existing researches, the paper constructs a non-systemic risk measuring index system of financial institutions that meets national conditions. Then it conducts empirical research on non-systemic risk assessment scheme to four financial institutions in Jiangsu province through ANP-GRAP integration evaluation method. Finally, according to the characteristics of such risks, it proposes the pertinence measures of risk prevention.

关 键 词：非系统性风险 风险监测 网络层次分析法 灰色关联分析法 

分 类 号：F832.2[经济管理—金融学]