基于熵权法的我国区域性金融风险测度与评价  

Measurement and Evaluation of Regional Financial Risk in China Based on Entropy Weight Method

作　　者：黎精明[1,2] 亢曼玲 李启玉 LI Jingming;KANG Manling;LI Qiyu(Management School,Wuhan University of Science&Technology,Wuhan 430065,China;Institute of Industrial Investment and Capital Operation,Hubei Center for Industrial Policy and Management Research,Wuhan 430065,China)

机构地区：[1]武汉科技大学管理学院,湖北武汉430065 [2]湖北产业政策与管理研究中心产业投资与资本运营研究所,湖北武汉430065

出　　处：《经济论坛》2024年第2期98-109,共12页Economic Forum

基　　金：国家社会科学基金项目“地方政府隐性债务风险网状扩散机理及防控对策研究”(21BJY127)。

摘　　要：坚决守住不发生系统性金融风险的底线是当前我国经济工作的重要任务,因此科学、准确地测度区域性金融风险显得尤为重要。针对目前区域性金融风险测度所存在的环境适应性低、指标构建随意和合成处理欠科学等问题,构建基于熵权法的区域性金融风险测度模型,实证测度2012—2020年我国31个省份的区域性金融风险,以此为依据,对我国区域性金融风险进行分析和评价,研究表明,基于熵权法测度区域性金融风险具有可行性和科学性,测度结果具有客观性和准确性;我国区域性金融风险整体呈上升趋势,其中,东、中、西、东北地区区域性金融风险呈逐次递减态势,且西部和东北部地区区域性金融风险的省际差异较大。对此文章提出防控区域性金融风险的主要策略:一是将东、中部地区作为我国区域性金融风险防控的重点区域;二是对于西部和东北地区,应重点关注陕西、吉林等区域性金融风险较高的省份。“Firmly holding the bottom line of avoiding systemic financial risks” is an important task of China's current economic work,and measuring regional financial risks scientifically and accurately is especially important.In response to such problems of low environmental adaptability,arbitrary indicator construction,and unscientific synthesis processing in current regional financial risk measurement,the paper constructs the measurement model for regional financial risk based on entropy weight method,and empirically measures the regional financial risk of31 provinces in China from 2012 to 2020.Based on the measurement results,this paper analyzes and evaluates the regional financial risk in China.The research shows that:Measuring the regional financial risk based on entropy weight method is workable and scientific,and the measurement results has objectivity and accuracy;the regional financial risks in China are on the rise as a whole,with regional financial risks in the eastern,central,western,and northeastern regions showing a decreasing trend,and there are significant inter-provincial differences in regional financial risks between the western and northeastern regions.Furthermore,this paper proposes the main strategies for preventing and controlling regional financial risks:Firstly,the eastern and central regions will be designated as key areas for regional financial risk prevention and control in China;secondly,for the western and northeastern regions,special attention should be paid to provinces with high regional financial risks such as Shaanxi and Jilin.This study can provide important basis for differentiated and precise prevention and control of regional financial risk.

关 键 词：区域性金融风险 风险测度 风险评价 熵权法 

分 类 号：F810.2[经济管理—财政学] F812.2