| Today, economic development is inseparable from the financial supports.Especially the impact of the financial crisis on the economy is huge. Now, not onlythe economic globalization is constantly deepening but also the financial globalizationis deepening. Therefore, the double impact of the economy and financial is lingering.The issue need to be resolved is how to measure and forecast the financial risk.Although financial globalization is deepening, due to the different of the degree ofeconomic development, political system, culture, so, different national financial risk isdifferent.Based on the actual situation of china, we are starting from a multidimensionalperspective to study China’s financial risk measurement methods of statistical analysis. First, this paper describes the theory of financial risk. The theory of financial riskmainly including the following four aspects: the causes of the financial risk, financialrisk indicators, financial risk statistics analysis and financial risk classification;Secondly, this paper establishes two levels five dimensions of financial risk indexsystem. Financial risk indicators of the five dimensions to filter through CRITIC anddoes not significantly related laws, so we establishment financial risk index system ofthe macro-economic dimension, the dimension of the banking and monetary, thebubble dimension, the dimension of the external shocks and debt dimensions. Third,the financial risk measurement. In order to a five index dropped1index of risk foreach dimension and five dimensional dropped1-dimensional of the overall financialrisk, we used the comprehensive evaluation of the two levels CRITC-GRAY model offinancial risk. Through VaR model to measurement the financial risk, we founded thatthe quantized financial risk is very consistent with the actual situation of China.Fourth, forecast of the financial risk. Through HLOT predict models, we foundedoverall financial risk remained at a high area in the next five years. |
PDF Full Text Request