摘要
基于2013—2016年中国84家非上市银行的非平衡面板数据,证明两种普遍采用的Zscore法均能够度量非上市银行的经营风险,但是通过CAMELS评价体系涵盖的六项指标的进一步检验发现Z1-score的度量更为准确。同时,实证结果发现,我国非上市银行的经营风险存在显著的城乡和区域差异:农商行较之城商行更低、沿海地区较之内陆地区更低。非上市银行的经营风险对于我国银行系统性风险的影响不可忽视。
Based on the non-equilibrium panel data from 84 Chinese unlisted banks from 2013 to 2016,the two commonly used Z-score methods are proven to be capable of measuring the operating risks of unlisted banks,and the further test of the six indexes covered by CAMELS evaluation system shows that the measurement of Z1-score is more accurate. And meanwhile the empirical results show that there exist significant differences between urban and rural areas in the operating risks of Chinese unlisted banks： the operating risk of agricultural commercial banks is lower than that of city commercial banks while the operating risk of coastal area banks is lower than that of inland area banks. Finally,it is proven by leave-one-out method that the impact of non-listed bank＇s operating risks on Chinese banking systemic risks should not be ignored.
作者
李世平
孟庆竹
LI Shiping;MENG Qingzhu(School of Finance, Shandong University of Finance and Economics, Jinan 250014, China)
出处
《山东财经大学学报》
2018年第3期61-71,共11页
Journal of Shandong University of Finance and Economics
基金
国家自然科学基金项目"影子银行
信贷传导与货币政策非对称效应"(71573156)
