商业银行相对风险比较研究——来自中国14家商业银行2001—2004年的经验证据

Study on the Risk Comparison for Commercial Banks—Evidences from 14 Chinese Commercial Banks through 2001-2004

为寻找中国商业银行整体运行中的薄弱环节，本文基于所构建的风险评价指标体系及风险比较模型，对中国14家主要商业银行2001～2004年的相对风险水平进行了对比分析。研究发现，依照相对风险程度的高低，14家商业银行可以划分为三个层次，第一层次，由华夏银行、招商银行、民生银行及中国银行所构成，安全性较高；而中国农业银行、中国工商银行和广东发展银行则隶属于风险最高的第三层次，是中国银行业安全的薄弱环节。由于不良贷款率、盈利能力和资产的流动性比率是影响商业银行风险状况的主要因素，因此从这三个方面人手，改善位于第三层次商业银行的风险状况，是提高中国银行业整体安全性的关键，应该成为当前银行业改革的重点。

In order to find the operation bottlenecks of China commercial banks,this paper analyzes and compares the risks of 14 Chinese banks based on the Risk Evaluation Index System(REIS) and the Risk Comparison Model(RCM).In accordance with the risk level,the 14 banks can be divided into 3 categories.The first category,with the highest level of safety,consists of Huaxia Bank,China Merchants Bank,Minsheng Bank,and Bank of China.While the third category,with the highest level of risks and thus the bottleneck of banking system,includes the Agricultural Bank of China,ICBC,and Guangdong Development Bank.Due to the fact that nonperforming loans,incapability of profitability,and the illiquidity ratio of assets are the main causes of commercial bank risks,we hold that the key to enhance China banking safety is to improve the risk situation of the third category of banks in terms of the solutions of nonperforming loans,incapability of profitability and illiquidity ratio of assets.