国有商业银行与股份制商业银行脆弱性比较研究

Comparative Study on the Fragility of State-owned Commercial Banks and Shareholding System Commercial Banks

近年来我国金融体系的稳定性问题日益突出。运用临界值法对我国国有商业银行和10家主要股份制商业银行的脆弱性程度进行的实证比较研究结果表明,国有商业银行体系的综合脆弱性指数远远大于股份制商业银行体系,尤其体现在不良贷款率这个指标上。因此,应积极构建我国银行体系安全网,确保银行系统的安全稳健运行。

This paper empirically compares the fragility degree of state- owned commercial banks with 10 shareholding system commercial banks through the critical value method. The conclusion is the fragility of state- owned commercial banks is far larger than that of the shareholding system commercial banks, particularly the indicator of nonperformance loan. Based on this conclusion, this paper puts forward the corresponding suggestion of countermeasures respectively.