摘要
根据风险源因素可以将银行风险结构区分为感染性风险、携带性风险、蜕变性风险。银行风险预警指标体系由3个一级指标和18个二级指标构成。以浦发银行为例进行的实证检验发现:银行风险是多因素综合作用的结果;各风险因素具有相关性;经济的货币化程度、不良贷款率、资本充足率、资本效率等10个指标具有较好预警能力;蜕变性指标对银行风险影响更大。
Based on the sources of risks, the bank risk can be categorized into infectious risk, and transforming risk. Bank risk warning indicator system is composed of 3 first-grade index carrying-over risk and 18 secondary index. Empirical study of the Pudong Development Bank finds that bank risks are caused by many factors, and each factor is relevant; the 10 indicators such as the monetization, the non-performing loans ratio, capital adequacy, and capital efficiency have better warning capacity; transforming index has a greater impact on bank risk.
出处
《南京审计学院学报》
2010年第2期61-68,共8页
journal of nanjing audit university
关键词
商业银行
风险结构
风险预警
指标构建
浦发银行
Commercial Banks
risk structure
risk warning
index construction
Shanghai Pudong DevelopmentBank
