Author(s)

Yushi Zhao

Corresponding Author

Yushi Zhao

ABSTRACT

Quantitative financial macro risk analysis typically involves multiple economic indicators, market data, and macroeconomic variables. In order to construct a quantitative model, it is first essential to determine which factors have a significant impact on financial macro risk. According to international standards, economic growth risk, inflation risk, unemployment risk, balance of payments risk, and financial market risk are commonly used as quantitative analysis indicators. Based on China’s financial macro risk indicators in 2022, this paper uses the random forest model for quantitative analysis, and gives the corresponding strategies.

KEYWORDS

Financial macro risk, Quantitative analysis, 2022