An Equilibrium Model of Macro Financial Risk Alert and Measurement

Huizhen Long
2015 Proceedings of the 2015 International Conference on Social Science and Technology Education   unpublished
An equilibrium model of macro-financial system is crucial to the stability of the wholly country and society, and an effective financial risk alert system is important for macro-economic policy formulation as it can detect and predict financial crisis. This paper designs an integrated equilibrium model through three aspects: choosing risk alert indicators on previous literatures, judging financial risk ranks by factor analysis and history data, applying BP neural network to design an
more » ... model and form an prediction of financial crisis in 2010, and the predication shows that the total macro-financial is running safely, but there are some insecure facts which still exist in the macro-economic sub-system and external financial sub-system. The research in this paper is very significant to our country and can provide certain reference for the investigation in the future.
doi:10.2991/icsste-15.2015.217 fatcat:alavi2mtxfe3rgdzgzamc3xbji