基于扩散-百分位排序法的江苏省财政风险分析  

Financial Risk Analysis of Jiangsu Province Based on Diffusion Percentile Ranking Method

作　　者：李淑一[1] 丁剑锋[1] 徐海燕[1] 江可申[1] 

机构地区：[1]南京航空航天大学经济与管理学院,江苏省南京市211100

出　　处：《经济管理学刊（中英文版）》2013年第4期133-138,共6页Economic Management Journal

基　　金：江苏省高校哲学社会科学研究重点项目（2012ZDIXM014）;国家自然基金（71071076）;南京航空航天大学研究生创新基地（实验室）开放基金资助（kOj130129）;获得南京航空航天大学研究生创新基地（实验室）开放基金资助（kOj120127）;中央高校基本科研业务费专项资金资助.

摘　　要：财政风险对经济安全有着重要影响因素，所以财政风险的防范是财政工作的重要内容。本文旨在对江苏省财政做出分析，对风险提早做出防范。首先文章研究了中国财政风险分析的现状，并通过ARCH模型确定了风险指标的临界值，引入了扩散指数法和百分位排序法对2000年到2010年进行了实证分析。其次，为确保结果的准确性，引入改进AHP方法所确定的权重，构建符合江苏省实际情况的财政风险体系，规避江苏省财政运行状况中的有可能出现的风险。建立江苏省财政风险分析体系，实现财政风险管理的规范化、科学化、系统化显得很有必要。As financial risk is an important factor of threatening a regional economic security, its prevention has become an important part in financial work. This article aims to analyze finance of Jiangsu province and makes early prevention for financial risk. First of all, the status quo of China＇s financial risk has been illustrated; and the threshold of risk indicators has been determined by the ARCH model and along with the introduction of the diffusion index and percentile ranking method to analyze the finance from 2000 to 2010. Secondly,, the weight coefficient obtained by using AHP method were introduced to ensure the accuracy of results, and the actual situation of Jiangsu 4arovince financial risk system has been investigated to avoid the potential risks. Thus it is necessary to establish financial risk analysis system in order to achieve standardized, scientific and systematic financial risk management.

关 键 词：财政风险 指标体系 扩散指数法 百分位排序法 

分 类 号：F812.2[经济管理—财政学]