摘要
随着互联网技术的发展,金融科技的风险不断增加,互联网金融风险除了加深金融体系的复杂性外,还具有科技信息的风险。如何化解互联网金融风险成为各国监管机构持续关注的议题。文章基于蒙特卡洛模型,对互联网金融风险进行了测度。研究结果发现,基于GARCH模型蒙特卡罗模拟的VaR对价格波动敏感,有较好的拟合性,能够很好地预测互联网金融风险。基于上述方法对中国的互联网金融风险进行模拟,研究提出了鼓励互联网金融创新、培育良好生态体系、加强互联网金融监管和国际治理合作等政策建议,以期实现化解互联网金融风险,促进经济的持续健康发展。
With the development of Internet technology,the risk of financial technology has continuously increased.In addition to deepening the complexity of the financial system,Internet financial risks also have the risk of technological information.How to resolve Internet financial risks has become a topic of continuous concern for regulatory agencies in various countries.Based on the model of Monte Carlo,the article measures Internet financial risks.The study found that Monte Carlo simulations based on the GARCH model are sensitive to price fluctuations,have a good fit,and can well predict Internet financial risks.Based on the above methods,China's Internet financial risk was simulated.We have proposed policy suggestions such as encouraging innovation in Internet finance,nurturing ecological system,strengthening Internet financial supervision,and international governance cooperation,with a view to resolving Internet financial risks,promoting sustainable and healthy economic development.
作者
魏源
WEI Yuan(Agricultural Business School,Weinan Normal University,Weinan Shaanxi 714099,China)
出处
《技术经济与管理研究》
北大核心
2018年第9期79-83,共5页
Journal of Technical Economics & Management
基金
国家自然科学基金项目(71373133)
陕西省军民融合研究基金项目(18JMR03)
关键词
互联网金融
金融科技
金融风险
金融监管
Internet financial
Financial technology
Financial risk
Financial supervision
作者简介
魏源(1970-),女,陕西西安人,博士,副教授,主要从事金融学研究。
