经济问题
經濟問題
경제문제
On Economic Problems
2015年
1期
45~49
,共null页
系统性风险 层次分析法 数据包络分析 预警指标体系
繫統性風險 層次分析法 數據包絡分析 預警指標體繫
계통성풍험 층차분석법 수거포락분석 예경지표체계
systematic risk; AHP; DEA; indicator system of risk early-warming
从微观、中观和宏观3个方面的19个指标,建立中国金融系统性风险预警指标体系,运用AHP计算各级指标的权重,运用DEA避免人为因素的影响,验证金融系统性风险预警指标体系的效率。结果表明,基于AHP-DEA的金融系统性风险预警指标体系是有效的,能较好地预警中国金融系统性风险。
從微觀、中觀和宏觀3箇方麵的19箇指標,建立中國金融繫統性風險預警指標體繫,運用AHP計算各級指標的權重,運用DEA避免人為因素的影響,驗證金融繫統性風險預警指標體繫的效率。結果錶明,基于AHP-DEA的金融繫統性風險預警指標體繫是有效的,能較好地預警中國金融繫統性風險。
종미관、중관화굉관3개방면적19개지표,건립중국금융계통성풍험예경지표체계,운용AHP계산각급지표적권중,운용DEA피면인위인소적영향,험증금융계통성풍험예경지표체계적효솔。결과표명,기우AHP-DEA적금융계통성풍험예경지표체계시유효적,능교호지예경중국금융계통성풍험。
This article,using 19 indicators from the micro,meso and macro aspects,established indicator system of early warning of China＇s financial systemic risk. The writer also verified the effectiveness of indicator system of early warning of financial systemic risk,using AHP to calculate the weight of index,using DEA to avoid the influence of human factors. The results show that the indicator system of early warning of financial systemic risk based on AHP- DEA＇s is effective,and can do early warning of China＇s financial systemic risks better.
