Research On Comprehensive Appraisal And Statistic Supervisal Of Our Country's Financial Risk

Along with the coming of knowledge-based economy ages, the trend of economic globalism and financial globalism can't be conversed, and finance increasingly comes to be the center of the development of modern economy, and it makes gigantic contribution to all countries' economy that the prompt and steady developed finance . However, the finance is such as a double blade sword, its risk is along with its income. Since 1990, the world lies in a special reform period, and the process of the trend of economic globalism and financial globalism is more quickly, the information technique makes the international finance develops with the width and depth that never happens, and the international capital flows more quickly, the financial derivative emerges in endlessly, and the short-term capital is more activated. These changes have not only provided predominant exterior condition to the development of all countries economy, but also bring new impact and risk to the world economy and the reign of international finance. In the same time, our country takes part in WTO, and promises that it will be completely opened in five years. It's the opportunity to the finance and we will face directly to the fluctuation of the position of international finance and the impact of short-term capital. In the same time, the intrinsic risk in the system of finance will be certainty unveiled.Therefore the research on financial risk can't only stays in summarizing the harm and considering of the reason of breaking out it, and also can't only limit at prudent supervising. As the validity supplement and extension, the system that warns the financial risk should be established as quickly as we can. For this purpose, the thesis compares the differences of several methods on establishing the index system and selecting the method of comprehensive appraisal, it analyzes the situation of the financial risk of our country during 1995 to 2000. This thesis consists of four parts and each part following:The first part, preface. This part is mainly prepared for the sequent parts. It expounds the concept, character of financial risk. Through the comparison of the two meaning of risk, I think that risk is the disadvantage in the expected result, then it ascertains that the micro-financial risk that takes impact and loss will be deeply studied in this thesis. Thereafter, the thesis makes it clear that the purport, assignment and theoretic foundation of the supervisal to financial risk.The second part, design of appraise index system to financial risk. Different classification will bring different appraise index system. In this part, it will compare two classification of financial risk at first: classify according to the reign and range of our country's finance, or classify according to the range that the financial risk happens. Inthis thesis, the former method will be used to classify. The reasons for it are that the index system based on the former method overlay a big range and reflect the situation of financial risk overall and systematic. Then the index system that includes five aspects, fifteen indexes will be established according to the design principle. There are several differences to the previous index system: firstly, the index that reflects war and natural disaster don't reckon in the system; secondly, the index reflects the situation of economy and national debt risk; lastly, it will be choice and emphasized different to a lot of these indexes.The third part, research on comprehensive appraise method to financial risk. The use of comprehensive appraise method have three phases: dispose in advance, endowing weights and calculate comprehensive score. The two latter phases will be pay more attention to. At first, we find through the comparison of the two endowing method that the AHP suits to this thesis. The reason is that the index system is composed of index colony of many levels and the complicate system that correlates to financial risk are simplified to several type indexes score. On the other hand, the principal component analy...