中国银行体系脆弱性的测度与实证研究  

An Empirical Research on the Measurement of Fragility of Chinese Bank System

作　　者：张筱峰[1] 王健康[1] 陶金[1] 

机构地区：[1]长沙理工大学经济学院,湖南长沙410076

出　　处：《财经理论与实践》2008年第1期29-33,共5页The Theory and Practice of Finance and Economics

基　　金：湖南省社科基金项目(<中国银行体系脆弱性的理论分析及实证考察>;编号:05ZC77);湖南省软科学计划项目(<中国商业银行并购问题研究>;编号:04ZH3017)资助

摘　　要：中国银行体系的脆弱性是一种极为复杂的混合型脆弱性，是一般意义上的脆弱性与体制转轨的制度摩擦造成的特殊脆弱性的混合物。本文运用宏观经济法来测度1985～2006年间中国银行体系的脆弱性程度及其分布，并采用Logit模型对影响我国银行体系脆弱性的诸因素进行实证检验，分别从宏观经济层面、中现金融层面、微观银行层面反映其对银行脆弱性的影响。The fragility of Chinese bank system is a kind of complex mixed type. It is a special mixture of the fragility which comes from the friction between a general fragility and the system of the systematic transition. This paper measures the degree and distribution of the fragility of Chinese bank system form 1985 to 2006 by macroscopic economic rules, and makes an empirical analysis of the factors which influence the banking systematic fragility by using Logit Model, moreover. The way hoe the factors influence the banks＇ fragility is also studied macroscopically with the economical analysis, mesoscopically with financial analysis, and microscopically with banking analysis.

关 键 词：中国银行体系 银行脆弱性 LOGIT模型 

分 类 号：F830.1[经济管理—金融学]