摘要
金融監(jiān)管體制改革后，人民銀行由過去對銀行業(yè)金融機構的直接監(jiān)管轉變
為防范和化解系統(tǒng)性的金融風險。2004年初召開的央行年度工作會上，央行行
長周小川明確提出，要盡快建立中國金融風險預警指標體系，加強對跨市場風
險和系統(tǒng)性金融風險的監(jiān)測和分析?，F在，相關監(jiān)管部門已陸續(xù)開始探討預警
體系的建設工作。本文旨在探討如何建立我國銀行業(yè)的風險預警系統(tǒng)，以維護
金融穩(wěn)定。
本文主要從以下方面進行論述:
1.金融風險預警系統(tǒng)的概述。(1)一般構成。金融風險預警體系主要由指
標體系、預警閡值、數據處理和燈號顯示四部分組成。(2)方法研究。風險預警
系統(tǒng)的數據處理方法主要有模糊綜合評判法、BP人工神經網絡方法和ANN與ES
混合方法幾種。(3)國內外銀行業(yè)金融風險預警系統(tǒng)綜述。
2.我國建立銀行業(yè)風險預警系統(tǒng)的緊迫性。通過以上對我國金融風險種類、
特點的分析，面對我國目前金融預警系統(tǒng)的現狀，可以看出，建立銀行風險預
警機制對我國商業(yè)銀行及至整個金融系統(tǒng)的穩(wěn)定都具有極其重要的現實意義。
3.構建我國銀行業(yè)風險預警體系(重點)。我國商業(yè)銀行風險預警系統(tǒng)的
建設可考慮分初級階段(以打分法為分析工具的風險預警系統(tǒng))和高級階段(以
數學模型為分析工具的高級風險預警系統(tǒng))。
4.對建立我國銀行業(yè)金融風險預警系統(tǒng)的建議。首先，應明確銀監(jiān)會的銀
行風險預警主體地位并賦予其相應職權;其次，建立與我國銀行業(yè)信息化總體
狀況相適應的預警信息系統(tǒng);再次，根據預警信號，采取相應的處置方案，同
時建立對高風險銀行的救助機制和問題銀行的市場退出機制;最后，不斷對風
險預警系統(tǒng)進行優(yōu)化，等等。


關鍵詞:風險預警系統(tǒng)，銀行業(yè)，金融穩(wěn)定，金融風險


中文摘要·················································································……I
英文摘要·················································································……11
引言·······················································································……1
第一章金融風險預警系統(tǒng)概述······················································……2
1.1一般構成········································································……2
1.2方法研究·····································································，··……3
1.3國內外金融風險預警系統(tǒng)綜述·············································……6
第二章建立銀行業(yè)風險預警系統(tǒng)的緊迫性·······································……9
2.1我國銀行業(yè)的微觀風險環(huán)境分析·······································……9
2.2我國銀行業(yè)金融風險的特點·············································……巧
2.3緊迫性分析··································································……17
第三章我國銀行業(yè)風險預警系統(tǒng)的構建··········································……21
3.1指標體系和預警閉值······················································……21
3.2數據處理和燈號顯示······················································……25
第四章對我國銀行業(yè)金融風險預警系統(tǒng)建立和運行過程中相關問題的建議……27
4.1明確銀監(jiān)會的銀行風險預警主體地位·································……27
4.2建立與我國銀行業(yè)信息化狀況相適應的預警信息系統(tǒng)············……27
4.3根據預警信號，采取相應的處置方案·································……29
4.4加強對相關專業(yè)人才的培訓工作·······································……34
4.5不斷對風險預警系統(tǒng)進行優(yōu)化··········································……34
第五章總結···········································································……35
參考文獻··············································································……36
后記····················································································……38