摘要
当前,在国内外疫情冲击和经济刺激政策下,各种不稳定不确定性因素显著上升,金融风险隐患点多面广,区域金融风险防控压力依然较大。因此,探索建立起一套符合我国区域特点的金融风险监测预警体系显得尤为重要。通过案例分析,应用央行征信数据以及宏观和地方经济风向标数据,构建区域金融风险监测预警分析框架和模型,通过实证分析预测区域金融风险爆发时点,为今后运用征信数据开展区域金融风险监测预警提供有益借鉴。
At present, under the impact of domestic and foreign corona-virus pandemic and economic stimulus policies, various unstable and uncertain factors have increased significantly and hidden financial risks exist in different locations and fields, which puts strain on regional financial risk prevention and control. Therefore, it is particularly important to explore and establish a set of financial risk monitoring and early warning system in line with China’s regional characteristics. Through case analysis, this article builds a regional financial risk monitoring and early warning analysis framework and model by applying the central bank’s credit data and macro and local economic indicator data. Empirical analysis demonstrates that this framework and model can relatively accurately predict the outbreak time of regional financial risks, which provides useful reference for the application of credit data in regional financial risk monitoring and early warning.
作者
陈翔
Chen Xiang(Rizhao City Central Sub-branch of the People’s Bank of China,Rizhao 276800,Shandong,China)
出处
《征信》
北大核心
2022年第9期17-24,共8页
Credit Reference
关键词
征信数据
区域金融
风险监测预警
实证研究
credit data
regional financial risk
risk monitoring and early warning
empirical research
