商业银行稳健性定量分析方法及所面临的问题

Quantitative Methods on Stability Analysis of Commercial Banks

自亚洲金融危机以来,国际社会十分重视银行体系稳健性的评估,而稳健性指标的综合分析是其中一项重要内容。本文简述了银行稳健性指标研究中早期及近期的一些主要定量分析方法,并应用多重信息源信息离散性度量理论实现了一种新的分析方式。本文还讨论了稳健性定量分析方法在实际上所面临的问题、困难和挑战。

Since Asian financial crisis, the financial stability has greatly concerned some international organizations (including International Monetary Fund and the World Bank). Specifically, the comprehensive analysis of certain finance indicators is one of the important tools evaluating stability. In this paper, some previous quantitative methods about stability analysis are introduced and a new approach adopting the information discrepancy measure is proposed. In addition, some difficulties and challenges encountered in practice are also discussed.