[1]张 云,付 鑫.次贷危机后我国商业银行稳健性测度与分析[J].金融教育研究,2016,(02):23-31.
　ZHANG Yun,FU Xin.The Measure and Analysis on the Robustness of China's Commercial Banks after the Subprime Mortgage Crisis[J].,2016,(02):23-31.
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次贷危机后我国商业银行稳健性测度与分析()
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《金融教育研究》[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2016年02期
页码:
23-31
栏目:
出版日期:
2016-05-01

文章信息/Info

Title:
The Measure and Analysis on the Robustness of China's Commercial Banks after the Subprime Mortgage Crisis
作者:
张 云;  付 鑫
新疆财经大学 a.金融学院; b.国际经贸学院,新疆 乌鲁木齐 830012
Author(s):
ZHANG Yun;  FU Xin
a.School of Finance; b.School of International Trade,Xinjiang University of Finance and Economics,Urumqi 830012,China
关键词:
商业银行稳健性;  金融脆弱性;  稳健性现状;  稳健性指数
Keywords:
commercial bank robustness;  financial fragility;  robustness status;  robustness index
分类号:
F830.33
文献标志码:
A
摘要:
文章首先对国内外文献关于商业银行稳健性概念进行梳理。在此基础之上选取16家上市商业银行2009-2014年的数据为样本,分别从商业银行的资本充足性、资产质量、盈利能力和流动性四个方面选取七个代表性指标分析银行稳健性水平。根据所选指标本文构建了测度我国商业银行稳健性的银行稳健性指数,然后使用样本数据测度我国商业银行稳健性水平。测度结果表明:2009-2012年,我国主要商业银行稳健性水平整体上呈平稳上升趋势,2012-2014年稳健性水平出现缓慢下降,但是整体来看,我国商业银行稳健性程度都处于一个较高的水平,稳健性良好。横向比较来看,稳健性水平最高的是城市商业银行,国有大型商业银行稳健性水平居中,股份制商业银行稳健性水平最低。
Abstract:
Firstly,this paper reviews the domestic and foreign literatures on the definition of the concept of commercial banks robustness.On this basis,we select 16 listed commercial banks' date from 2009-2014 years as a sample,and set seven representative indicators selected from the commercial banks' capital adequacy,asset quality,profitability and liquidity to analysis bank robustness level.According to the selected indicators,we construct a robustness index for China's commercial banks,and to measure our commercial banks' robustness level with the sample data.The results show that the robustness level of our nation's main commercial banks,from 2009 to 2012,has a steady upward trend,and from 2012 to 2014,it began to slow down.But overall,China's commercial banks are in a high level of robustness.Through horizontal comparison,city commercial banks are the most robust,large state-owned banks are in the middle level,and the robustness of shares commercial banks are the lowest.

参考文献/References:

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备注/Memo

备注/Memo:
基金项目:国家社科基金重大项目“新疆周边国家经济安全机制比较和整合研究”(14ZD088)
更新日期/Last Update: 1900-01-01