银行业风险预警系统的构建问题研究(43页).rar
银行业风险预警系统的构建问题研究(43页),摘要金融监管体制改革后，人民银行由过去对银行业金融机构的直接监管转变为防范和化解系统性的金融风险。2004年初召开的央行年度工作会上，央行行长周小川明确提出，要尽快建立中国金融风险预警指标体系，加强对跨市场风险和系统性金融风险的监测和分析。现在，相关监管部门已陆续开始探讨预警体系的建设工作。本文旨在探讨如何建立我国银行...
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内容介绍
原文档由会员 白痴学东西 发布
摘要
金融监管体制改革后，人民银行由过去对银行业金融机构的直接监管转变
为防范和化解系统性的金融风险。2004年初召开的央行年度工作会上，央行行
长周小川明确提出，要尽快建立中国金融风险预警指标体系，加强对跨市场风
险和系统性金融风险的监测和分析。现在，相关监管部门已陆续开始探讨预警
体系的建设工作。本文旨在探讨如何建立我国银行业的风险预警系统，以维护
金融稳定。
本文主要从以下方面进行论述:
1.金融风险预警系统的概述。(1)一般构成。金融风险预警体系主要由指
标体系、预警阂值、数据处理和灯号显示四部分组成。(2)方法研究。风险预警
系统的数据处理方法主要有模糊综合评判法、BP人工神经网络方法和ANN与ES
混合方法几种。(3)国内外银行业金融风险预警系统综述。
2.我国建立银行业风险预警系统的紧迫性。通过以上对我国金融风险种类、
特点的分析，面对我国目前金融预警系统的现状，可以看出，建立银行风险预
警机制对我国商业银行及至整个金融系统的稳定都具有极其重要的现实意义。
3.构建我国银行业风险预警体系(重点)。我国商业银行风险预警系统的
建设可考虑分初级阶段(以打分法为分析工具的风险预警系统)和高级阶段(以
数学模型为分析工具的高级风险预警系统)。
4.对建立我国银行业金融风险预警系统的建议。首先，应明确银监会的银
行风险预警主体地位并赋予其相应职权;其次，建立与我国银行业信息化总体
状况相适应的预警信息系统;再次，根据预警信号，采取相应的处置方案，同
时建立对高风险银行的救助机制和问题银行的市场退出机制;最后，不断对风
险预警系统进行优化，等等。
关键词:风险预警系统，银行业，金融稳定，金融风险
中文摘要·················································································……I
英文摘要·················································································……11
引言·······················································································……1
第一章金融风险预警系统概述······················································……2
1.1一般构成········································································……2
1.2方法研究·····································································，··……3
1.3国内外金融风险预警系统综述·············································……6
第二章建立银行业风险预警系统的紧迫性·······································……9
2.1我国银行业的微观风险环境分析·······································……9
2.2我国银行业金融风险的特点·············································……巧
2.3紧迫性分析··································································……17
第三章我国银行业风险预警系统的构建··········································……21
3.1指标体系和预警闭值······················································……21
3.2数据处理和灯号显示······················································……25
第四章对我国银行业金融风险预警系统建立和运行过程中相关问题的建议……27
4.1明确银监会的银行风险预警主体地位·································……27
4.2建立与我国银行业信息化状况相适应的预警信息系统············……27
4.3根据预警信号，采取相应的处置方案·································……29
4.4加强对相关专业人才的培训工作·······································……34
4.5不断对风险预警系统进行优化··········································……34
第五章总结···········································································……35
参考文献··············································································……36
后记····················································································……38
金融监管体制改革后，人民银行由过去对银行业金融机构的直接监管转变
为防范和化解系统性的金融风险。2004年初召开的央行年度工作会上，央行行
长周小川明确提出，要尽快建立中国金融风险预警指标体系，加强对跨市场风
险和系统性金融风险的监测和分析。现在，相关监管部门已陆续开始探讨预警
体系的建设工作。本文旨在探讨如何建立我国银行业的风险预警系统，以维护
金融稳定。
本文主要从以下方面进行论述:
1.金融风险预警系统的概述。(1)一般构成。金融风险预警体系主要由指
标体系、预警阂值、数据处理和灯号显示四部分组成。(2)方法研究。风险预警
系统的数据处理方法主要有模糊综合评判法、BP人工神经网络方法和ANN与ES
混合方法几种。(3)国内外银行业金融风险预警系统综述。
2.我国建立银行业风险预警系统的紧迫性。通过以上对我国金融风险种类、
特点的分析，面对我国目前金融预警系统的现状，可以看出，建立银行风险预
警机制对我国商业银行及至整个金融系统的稳定都具有极其重要的现实意义。
3.构建我国银行业风险预警体系(重点)。我国商业银行风险预警系统的
建设可考虑分初级阶段(以打分法为分析工具的风险预警系统)和高级阶段(以
数学模型为分析工具的高级风险预警系统)。
4.对建立我国银行业金融风险预警系统的建议。首先，应明确银监会的银
行风险预警主体地位并赋予其相应职权;其次，建立与我国银行业信息化总体
状况相适应的预警信息系统;再次，根据预警信号，采取相应的处置方案，同
时建立对高风险银行的救助机制和问题银行的市场退出机制;最后，不断对风
险预警系统进行优化，等等。
关键词:风险预警系统，银行业，金融稳定，金融风险
中文摘要·················································································……I
英文摘要·················································································……11
引言·······················································································……1
第一章金融风险预警系统概述······················································……2
1.1一般构成········································································……2
1.2方法研究·····································································，··……3
1.3国内外金融风险预警系统综述·············································……6
第二章建立银行业风险预警系统的紧迫性·······································……9
2.1我国银行业的微观风险环境分析·······································……9
2.2我国银行业金融风险的特点·············································……巧
2.3紧迫性分析··································································……17
第三章我国银行业风险预警系统的构建··········································……21
3.1指标体系和预警闭值······················································……21
3.2数据处理和灯号显示······················································……25
第四章对我国银行业金融风险预警系统建立和运行过程中相关问题的建议……27
4.1明确银监会的银行风险预警主体地位·································……27
4.2建立与我国银行业信息化状况相适应的预警信息系统············……27
4.3根据预警信号，采取相应的处置方案·································……29
4.4加强对相关专业人才的培训工作·······································……34
4.5不断对风险预警系统进行优化··········································……34
第五章总结···········································································……35
参考文献··············································································……36
后记····················································································……38
