中国银行体系脆弱性的综合判断与测度  

On the Comprehensive Judgment and Measurement about the Fragility of Chinese Bank System

作　　者：陈华[1] 

机构地区：[1]山东经济学院山东区域经济研究院

出　　处：《学术研究》2006年第3期55-61,共7页Academic Research

摘　　要：银行改革是中国金融改革的重中之重,银行体系的稳健与否事关整个金融体系的发展与稳定。本文采用CMAXt指数法、多元Probit模型回归分析等,对我国银行体系脆弱性状况进行了量化分析,结果发现中国整个银行体系在1978～2000年之间有11年是不稳定的,尤其是在1992年和1998年前后更为突出,银行体系出现了不稳健的征兆,存在较大的金融风险。Bank reform is the most important part of Chinese financial reform. That weather the bank system runs steadily or not is related to the whole financial system's development and stabilization. The paper makes a quantifiable analysis of the fragility of bank system with CMAXt index method and Probit multianalysis method. The result of the analysis discovers that the entire Chinese bank system has been unstable for 22 years from 1978 to 2000, and it was especially unstable around 1992 and 1998 when the bank system appeared with unstable indication and in the biggest financial risk.

关 键 词：银行体系脆弱性 综合判断 测度 实证分析 

分 类 号：F830.2[经济管理—金融学]