我国商业银行声誉风险经济资本度量研究

The Study of Measuring the Economic Capitals for Reputation Risks of Chinese Commercial Banks

本文首先以全新的视角对商业银行声誉风险的成因进行了分析,为下文的声誉风险量化研究提供了理论依据。然后,本文提出一种基于银行市场价值的声誉风险经济资本度量方法,并且以我国某股份制银行2008-2014年的数据进行了实证分析。最后,本文提出了相应的防范对策和建议。

The paper first analyses the cause of reputation risks of commercial banks from a new perspective, which offers theory evidence for quantitative research of reputation risks.Then the paper proposes a method of measuring reputation risk economic capitals based on market value with empirical analysis.