摘要
随着我国金融业市场化水平和对外开放程度的提高,金融机构间竞争加剧,银行体系的稳定正受到更多不确定因素的冲击,银行出现危机的可能性也不断上升。如何预警危机,提高风险识别的灵敏性和预见性成为监管理论和实践方面的重要课题。本文在回顾世界各国预警理论和实践的基础上,提出了建立中国单体银行风险早期预警体系的原则、目标、指标体系和方法,并对研究结果进行了有效性检验。
Along with the marketization of financial industry, the competition of banking industry in China is increasing and the possibility of crisis is climbing up, which brings about the instability for financial system. Therefore, it is a very important subject that how to send out the early-warning signals, promote the sensitivity and predictability of risk identification in theory and practice. In this paper, the author reviews the earlywarning theories and practices in main developed countries and puts forward the principles, goals, indices and processes of early-warning system for Chinese banks, and tests the research outcome finally.
出处
《金融研究》
CSSCI
北大核心
2009年第3期39-53,共15页
Journal of Financial Research
基金
"银行风险早期预警体系建设项目"已在科技部立项
并作为"电子金融服务示范工程(课题编号2006BAH02A34)"项目的子课题
关键词
银行危机
风险监测
预警系统
bank crisis
risk supervision
early-warning system
