基于ES的P2P平台风险测度方法  

Risk Measurement Method of P2P Platform based on ES

作　　者：方国斌[1] 李萍 FANG Guobing;LI Ping(School of Statistics and Applied Mathematics,Anhui University of Finance and Economics,BengBu 233000,China)

机构地区：[1]安徽财经大学统计与应用数学学院

出　　处：《牡丹江师范学院学报（自然科学版）》2019年第4期1-4,共4页Journal of Mudanjiang Normal University：Natural Sciences Edition

基　　金：安徽省哲学社会科学规划项目(AHSKY2015D53);安徽财经大学科研创新基金项目(ACYC2017239)

摘　　要：提出基于ES的P2P平台风险测度方法.选取260个平台的收益率数值进行风险观测与度量,探究借贷平台存在的风险及问题,提出利用ES模型进行P2P平台风险预警与管理方案,使投资者在自己所能承受的风险范围内进行投资并得到满意的回报,为参与者经营决策和资金管理行为提供参考.Putting forward methods of risk measurement for P2P platform based on ES.Select 260 yield value of platforms for risk observation and measurement,to explore the existing risks and problems of lending platforms.Proposing schemes of risk early warning and management for P2P platform based on ES model,which enables investors to invest in the range of risks they can bear and obtain satisfactory returns,and provides reference for participants'decision-making and capital management behavior.

关 键 词：借贷平台 ES模型 风险预警 预测度量 

分 类 号：F830.59[经济管理—金融学]