On the Construction of an Early-Warning System for Systematic Risk in Chinas Banking

摘要：

An early warning system for systematic risk in Chinas banking industry helps us to eliminate systematic risk at its embryonic stage. The early warning system is composed of four subsystems: the macro economy risk subsystem, the external impact risk subsystem, the internal banking risk subsystem and the bubble risk in stock market subsystem. The systematic risk in Chinas banking industry can be measured by employing entropy method and fuzzy comprehensive evaluation.

关键词： Systematic risk Entropy method Fuzzy comprehensive evaluation Early warning

作者: TANG Lingxiao FAN Xiaofeng

作者单位: School of Economics Changsha University of Science & Technology,P.R.China,410076

会议类型: 国际会议

会议名称: The 5th International Annual Conference on WTO and Financial Engineering(第五届WTO与金融工程国际会议)

会议地点: 杭州

会议语种:英文

页码: 33-39

在线出版日期: 2008-05-18（万方平台首次上网日期，不代表论文的发表时间）