基于因子分析法中外上市银行风险管理实证研究  

An Empirical Research into the Risk Management of Chinese and Foreign Listed Banks on the Basis of Factor Analysis Method

作　　者：智毓贤 陈作章[1] 

机构地区：[1]苏州大学东吴商学院,江苏苏州215000

出　　处：《无锡商业职业技术学院学报》2015年第3期14-20,共7页Journal of Wuxi Vocational Institute of Commerce

摘　　要：通过选取了5家国内上市银行和5家国外上市银行,选择了净利息边际等16个反应上市风险管理的财务指标,运用因子分析法对国内外上市银行的风险来源结构进行分析,依据因子得分对各家商业银行的各因子进行排名。结果显示,国内上市银行的在资本充足率和非利息收入比例等指标上不如国外银行,国内商业银行亟须转变金融风险管理观念和提高金融风险防范意识。Using the factor analysis method and selecting five Chinese listed banks, five foreign listed banks as well as sixteen of their finacial indexes that indicate risk management, this paper analyzes the structure of the financial risk sources of listed banks and ranks these banks in terms of their scores concerning each index. The result reveals that, compared with foreign banks, Chinese banks are in a disadvantage in capital adequacy ratio and noninterest income ratio. It is suggested that Chinese commercial banks should adopt new ideas in risk management and raise their awareness of financial risk prevention.

关 键 词：国内外上市银行 金融风险管理 因子分析法 

分 类 号：F830.3[经济管理—金融学]