摘要
以具有代表性的浙江省民营银行为例,选取反映银行经营状况的主要财务指标,运用多元线性回归模型进行数据处理,分析和研判民营银行发展中的风险问题。研究表明,各项财务指标对民营银行的经营风险均有显著的影响。其中,资本充足率和资产收益率对民营银行经营风险的影响较大;其次是资产负债率、存贷比、不良贷款比例;最后是流动性比例、净资产率以及净利润增长率。因此,民营银行在加强经营风险防范时,最应关注的是资本充足率和资产收益率;同时,对其他风险因素也应防微杜渐。要从内部管理和环境建设两方面着手,加强经营风险的防控。
Taking the typical private banks in Zhejiang Province as an example,based on the major financial indicators which reflect operating conditions of the banks,a study is conducted in this paper to analyze and assess the risks during the development of private banks by making use of multivariable linear regression model to do the data processing. The result shows that all the financial indicators have a significant impact on the operating risks of private banks. Among them,the capital adequacy ratio and return on assets have a greater impact on the operational risk of private banks,which are followed by debt to assets ratio,deposit-loan ratio and non-performing loan ratio,and finally followed by liquidity ratio,ROE and net profit growth rate. Therefore,when they strengthen business risk prevention,the private banks should focus on the capital adequacy ratio and return on assets. At the same time,the other risk factors should be taken into consideration. It is important for the private banks to strengthen the operational risk prevention and control from the aspects of internal management and environmental construction.
作者
张睿芯
Zhang Rui-xin(School of Economics, Northeast Normal University, Changchun 130117, China)
出处
《税务与经济》
CSSCI
北大核心
2017年第3期56-61,共6页
Taxation and Economy
基金
科技部国家软科学研究计划重大合作项目(项目编号:2013GXS2D019)
关键词
民营银行
经营风险
多元线性回归模型
风险防范
private bank
operating risk
multivariable linear regression model
risk prevention
