Measurement and Evaluation of Regional Financial Risk in China Based on Entropy Weight Method
"Firmly holding the bottom line of avoiding systemic financial risks"is an important task of Chi-na's current economic work,and measuring regional financial risks scientifically and accurately is especially impor-tant.In response to such problems of low environmental adaptability,arbitrary indicator construction,and unscientif-ic synthesis processing in current regional financial risk measurement,the paper constructs the measurement model for regional financial risk based on entropy weight method,and empirically measures the regional financial risk of 31 provinces in China from 2012 to 2020.Based on the measurement results,this paper analyzes and evaluates the regional financial risk in China.The research shows that:Measuring the regional financial risk based on entropy weight method is workable and scientific,and the measurement results has objectivity and accuracy;the regional fi-nancial risks in China are on the rise as a whole,with regional financial risks in the eastern,central,western,and northeastern regions showing a decreasing trend,and there are significant inter-provincial differences in regional fi-nancial risks between the western and northeastern regions.Furthermore,this paper proposes the main strategies for preventing and controlling regional financial risks:Firstly,the eastern and central regions will be designated as key areas for regional financial risk prevention and control in China;secondly,for the western and northeastern regions,special attention should be paid to provinces with high regional financial risks such as Shaanxi and Jilin.This study can provide important basis for differentiated and precise prevention and control of regional financial risk.
NETL
NSTL
万方数据
维普
