引用本文
  •    [点击复制]
  •    [点击复制]
【打印本页】【下载PDF全文】 查看/发表评论下载PDF阅读器关闭

←前一篇|后一篇→

过刊浏览    高级检索

本文已被:浏览 104次   下载 98 本文二维码信息
码上扫一扫!
基于主成分分析的我国银行体系稳定性测度研究
王蕙,张武强
0
(安徽农业大学经济管理学院;中国人民银行合肥中心支行)
摘要:
通过文献梳理比较,选择较为客观、科学的主成分分析法,并从盈利性、信贷风险、市场风险、流动性四个方面构建系统指标体系,实证测度我国2003年至2017年银行体系稳定性。研究发现,我国银行体系稳定性2003年以来呈倒“U”型态势,大致可分成两个阶段:一是2003年至2012年,随着系列金融改革的红利释放,各项指标逐步趋于好转,稳定性逐步上升,至2012年升至近年来最高水平;二是2013年至2017年,我国经济步入新常态,“三期叠加”矛盾凸显,金融体系稳定性有所下降,防范化解金融风险仍是当前金融工作的重点。
关键词:  银行体系  稳定性  盈利性  信贷风险  市场风险  流动性
DOI:
基金项目:安徽农业大学繁荣基金重点项目“外资银行绿地投资对中国银行体系稳定性的测度分析”(2016zs01zd);安徽高校人文社会科学研究重点项目“低碳经济视角下促进安徽FDI绿色创新长效机制研究”(SK2017A0143)
Measurement of the Stability of China’s Banking System Based on the Principal Component Analysis
WANG Hui,ZHANG Wuqiang
(School of Economics and Management, Anhui Agricultural University;Hefei Central Subbranch of the People’s Bank of China)
Abstract:
Through literature review and comparison, this paper adopts the principal component analysis, a more objective and scientific method, constructs a systematic index system from the four aspects of profitability, credit risk, market risk and liquidity, and empirically measures the stability of China’s banking system from 2003 to 2017. The study finds that the stability has shown an inverted “U” shape since 2003, which can be roughly divided into two stages: the first stage is from 2003 to 2012, in which with the release of dividends from a series of financial reforms, all indicators gradually tend to improve, and the stability gradually rises to the highest level in recent years by 2012; and the second stage is from 2013 to 2017, in which because China’s economy has entered a new normal and the contradiction of “threephase overlap” becomes prominent, the stability of the financial system declines, and preventing and resolving financial risks is still the focus of current financial work.
Key words:  banking system  stability  profitability  credit risk  market risk  liquidity

用微信扫一扫

用微信扫一扫