我國(guó)商業(yè)銀行體系脆弱性及預(yù)警系統(tǒng)研究.pdf

1、山西財(cái)經(jīng)大學(xué)碩士學(xué)位論文我國(guó)商業(yè)銀行體系脆弱性及預(yù)警系統(tǒng)研究姓名：馬希平申請(qǐng)學(xué)位級(jí)別：碩士專(zhuān)業(yè)：金融學(xué)指導(dǎo)教師：楊有振2011-03-13我國(guó)商業(yè)銀行體系脆弱性及預(yù)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