基于动态因子分析法的银行体系稳定性测度  

Measuring of the Banking System Stability Using the Dynamic Factor Analysis

作　　者：余志鸿[1] 吴雅瑜[2] 

机构地区：[1]福州大学经济与管理学院,福州350116 [2]福建农林大学经济学院,福州350002

出　　处：《科技和产业》2014年第8期165-167,共3页Science Technology and Industry

摘　　要：银行作为金融业最为重要的组成部分,其稳定性水平会严重影响金融体系的稳定性,进而影响一国经济的发展状况。采用动态因子分析方法对银行体系的稳定性进行综合测度,探析了影响银行体系稳定性的各项因素,发现宏观经济因素对银行体系稳定性的影响程度不如银行自身因素大,最后给出几点关于进一步提高我国银行体系稳定性的建议。Banks as the most important part of the financial industry,its stability will seriously affect the stability of the financial system,and then influence the development status of a country＇s economy.Using the dynamic factor analysis to comprehensive evaluation the banking system stability,analysis of the various factors that affect the stability of the banking system.And then found the macroeconomic factors is less important than the bank＇s own factors.Finally,put forward a few points to further improve the stability of the banking system in China.

关 键 词：银行体系 稳定性 动态因子分析 

分 类 号：F832.1[经济管理—金融学]