摘要
有效的监管指标是监管工作的基础。此研究在附加信息检验理论基础上,为有效识别银行经营状况进行监管指标的特征压缩。指标的特征压缩是在可获得的18项指标基础上通过逐步判别分析,压缩得到8项最为有效的监管指标。
An effective regulation indexes system is the base of the regulation. A comprehensive index analysis model is proposed by applying stepwise diseriminant analysis. Using the method, the research reduces regulation indexes from 18 to 8 which are the most effective in distinguishing banks with problems from normal banks. The effectiveness of the proposed approach is demonstrated by experimental results.
出处
《天津大学学报（社会科学版）》
2007年第1期52-55,共4页
Journal of Tianjin University：Social Sciences
基金
天津市哲学社会科学研究规划资助项目(TJ05-TJ003).
关键词
非现场监管
逐步判别分析
综合指标分析
off-site regulation
discriminant analysis
comprehensive index analysis
