法人金融机构信用风险压力测试的实证分析——以淄博某农信社为例  

An Empirical Study of Credit Risk Stress Tests of Corporate Financial Institutions——Case of Rural Credit Cooperatives in Zibo

作　　者：宋继水[1] 

机构地区：[1]中国人民银行淄博市中心支行,山东淄博255000

出　　处：《金融发展研究》2009年第12期46-49,共4页Journal Of Financial Development Research

摘　　要：为了及时了解宏观经济下行、货币政策变动和金融海啸冲击给淄博市中小法人金融机构所带来的金融风险,本文以淄博市某农村信用联社为例,采用Logit方法论评估分析了对宏观经济不利变动对淄博市中小法人金融机构稳健性的影响,并得出相应结论。In order to find out in time the risk against medium-sized and micro-financial institutions in Zibo caused by the economic downturn, monetary policy alteration and financial tsunami impact, this article analyzes and access the influences upon stability and steadiness of small and medium-sized financial institutions in Zibo because of macroeconomic adverse change and then come to the correspondent conclusions by taking one Rural Credit Cooperatives in Zibo as an example and applying Logit method.

关 键 词：信用风险 压力测试 LOGIT模型 

分 类 号：F830.61[经济管理—金融学]