我國商業(yè)銀行體系脆弱性及預警系統(tǒng)研究.pdf

1、山西財經(jīng)大學碩士學位論文我國商業(yè)銀行體系脆弱性及預警系統(tǒng)研究姓名：馬希平申請學位級別：碩士專業(yè)：金融學指導教師：楊有振2011-03-13我國商業(yè)銀行體系脆弱性及預警系統(tǒng)研究 4 Abstract In recent years, as frequent financial crises arise at home and abroad, researches on the fragility of th

2、e banking system is also a growing concern. Just as the U.S. subprime mortgage crisis has become past tense, the sequela of this crisis is still spreading and the after- effects appear gradua

3、lly. These historical facts tell us: the accumulation of financial vulnerability to a certain extent might cause very serious and destructive crisis, which will lead to economic, political and

4、social aspects of a major upheaval, thus we should take warning seriously. This paper aims to explore the vulnerability of the banking system formation and evolution mechanism of the quantitati

5、ve assessment and targeted preventive control measures proposed. This paper first reviews the existing research results in this field, then raises the concept of fragility of the banking system,

6、 especially analyzes deeply the relationship with the banking crisis, and further points out the impact of the vulnerability of the banking system on the economy and the formation mechanism. The

7、n, the paper makes an empirical study. From aspects of the non- performing loans ratio, capital adequacy, profitability and liquidity risk, the paper describes the present status of the vulnerability of

8、the China banking system. With the establishment of econometrics logit model, the paper points out that the micro- financial variables and macroeconomic variables have a combined effect on the degree of v

9、ulnerability of the banking system, while financial variables affect more significantly, but the fitness of regression is not ideal. To sum up, the paper raises initial ideas and proposals for