基于Logistic回归法的商业银行财务风险预警模型研究

Research on Commercial Bank Financial Risk Early Warning Model Through Logistic Regression Method

商业银行的稳定健康直接关系到金融体系的稳定和国家经济的发展乃至国家安全。本文在对商业银行财务风险进行深入分析的基础上,通过比较"经营稳健的商业银行"和"经营出现财务风险的商业银行"在资本充足性、信用、盈利能力、流动性和发展能力五个方面存在显著性差异的指标,采用Logistic回归法构建了一个多指标综合监控的银行财务风险测度模型,以期能够有效地识别风险,通过事前控制确保商业银行的健康稳定发展,平抑经济波动,为实现国民经济的良性循环奠定基础,最终促进我国国民经济沿着良好的态势发展。

In our financial system commercial banks are as the main parts, the stability and health development is directly related to the stability of financial system and national economy development even to national security. In order to effectively prevent and control the bank financial risk, this paper on the basis of analyzing the causes of bank financial risk, by comparison of commercial banks management stable and commercial banks management appear of financial risk in capital adequacy, credit, profitability, liquidity and development ability in five aspects significantly index, and then uses Logistic regression method to make up a multiple index and comprehensive monitoring bank financial risk measuring model, it is expected to effectively distinguish financial risks, by beforehand control to ensure the stability and health development of commercial banks, restrain the economy fluctuation, lay foundation of realizing the virtuous cycle of national economy and promote china＇ s national economy to develop along good situation.