美国经济不同时期商业银行经营安全核心指标分析

An Analysis of U.S. Commercial Banking Security Core Indicators during Different Economic Periods

通过两次建立二元LOGIT模型对美国经济发展平稳时期(1996～2006年)与次贷危机时期(2007～2009年)银行经营安全指标进行实证比较分析,得出美国两个不同经济时期影响银行经营安全的核心指标;并且实证分析发现:资产盈利率和不良贷款率等银行经营安全指标在经济平稳时期与次贷危机时期存在显著性差异;经济平稳时期,资产盈利率和贷款损失准备率是影响银行经营安全的核心指标,次贷危机时期美国银行业核心资本充足率、非流动性资产和其他不动产与总资产比率是衡量银行经营安全的核心指标,资本流动性困难刺激了次贷危机背景下商业银行加速倒闭。

Based on the twice-established binary LOGIT models,this paper makes an empirical and comparative study of U.S.commercial banking security core indicators in the stable economic period（1996-2006） and sub-prime crisis period（2007-2009）.It concludes the core indicators influencing the banking security in two different economic periods.According to the empirical analysis,it finds that return on assets and the non-performing loan ratios and some other indicators have significant differences between the stable economic period and the sub-prime crisis period.During the stable economic period,return on assets and loan loss provision to loans are the core indicators affecting banking security,while during the sub-prime crisis period,core capital（leverage） ratio and noncurrent assets plus other real estate owned to assets are the core indicators for measuring banking security indicators,and capital mobility difficulties stimulates the rapid failures of commercial banks under the background of sub-prime crisis.