我国系统性金融风险测度研究  

The Study on Measurement of China's Systematic Financial Risks

作　　者：张兴军[1] 任亚[1] 薛晓倩[1] Zhang Xingjun;Ren Ya;Xue Xiaoqian(The People's Bank of China,Hefei Sub-branch)

机构地区：[1]中国人民银行合肥中心支行,合肥230091

出　　处：《当代金融研究》2017年第3期59-70,共12页Journal of Contemporary Financial Research

摘　　要：本文以金融压力指数作为系统性金融风险测度指标,基于金融部门、宏观经济、房地产市场、外部经济等方面构建系统性金融风险测度指标体系,集成分析金融体系整体风险状况。测度结果显示,2014年至今,我国金融压力指数呈上升趋势,系统性金融风险压力增大,但整体可控,需要把防控金融风险放到更加重要的位置,切实防范系统性金融风险。This paper constructs a systemic financial risk measurement index system(financial stress index)from the aspects of the financial sector,macro economy,real estate market,external economy,making an empiricalanalysis of China's financial risks.The research finds that,since2014,China's financial stress index has rised,systematic financial risks increase,but overall controllable.In the future,we shall pay more attention to controlfinancial risks,and effectively prevent systematic financial risks.

关 键 词：金融风险 指标体系 金融压力指数 

分 类 号：F832[经济管理—金融学]