摘要
本文主要是通过房地产贷款占比对商业银行破产概率的分析,来研究房地产贷款占比对商业银行稳定性的影响。首先,本文分析了商业银行的房地产贷款占比与其稳定性之间的理论基础。在商业银行破产概率模型(即商业银行破产的条件是其净资产小于零)基础之上,通过房地产贷款占比与商业银行净资产收益之间的关系,分析房地产贷款占比对商业银行破产概率的影响。然后,本文又通过分析房地产贷款占比与商业银行破产概率之间的关系,而得到房地产贷款占比影响商业银行稳定性的理论假说。最后,经过一些列理论分析得出的结论是,商业银行的房地产贷款占比与其破产概率之间存在U形函数关系,并且又因为商业银行稳定性与其破产概率之间呈负相关关系,所以本文提出商业银行的房地产贷款占比与其稳定性经营之间存在倒U形函数关系的理论假说。
This paper mainly through the analysis of real estate loans accounted for the ratio of commercial banks bankruptcy probability, to study the infl uence of real estate loans accounted for the ratio of commercial bank stability. First of all, this paper analyzes the commercial bank real estate loans accounted for the ratio between the theoretical foundation and the stability. In the commercial bank bankruptcy probability model（namely the commercial bank bankruptcy condition is its net assets is less than zero） foundation, through the real estate loans accounted for more than the relationship between income and net assets of commercial banks, the impact of the real estate loans accounted for the ratio of commercial banks bankruptcy probability. Then, this paper through the analysis of real estate loans accounted for the relationship between the ratio of commercial banks and the ruin probability is obtained, and real estate loans accounted for more than the theoretical hypotheses of the effects of commercial bank stability. Finally, after some theoretical analysis conclusions are listed, commercial banks in real estate loans accounted for more than between the bankruptcy probability of the existence of U shape function relation, and also because of a negative relationship between the commercial bank stability and the ruin probability, so this paper puts forward the commercial bank real estate loans accounted for the ratio between the theoretical hypothesis of stability operation have down U shape function relationship.
出处
《吉林金融研究》
2015年第3期32-35,共4页
Journal of Jilin Financial Research
关键词
房地产贷款占比
商业银行
稳定性
破产概率
Real Estate Loans Ratio
Commercial Bank
Stability
Ruin Probability
