银行抗逆力的指标构建及因素分析——基于主动风险管理的新视角

An Analysis of the Index Construction and Protective Factors of Bank Resilience——The New Perspective from the Active Risk Management

本文根据抗逆力的经济学解释和保护性因素的选择构建银行抗逆力的综合指标体系,并通过熵权模糊综合评价法对中国16家上市银行2008~2014年的抗逆力水平进行实证分析,总结银行抗逆力的动态发展规律。本文的结论表明：减少行政干预、明确风险偏好、选择恰当的保护因素切入点、提倡多领域金融创新等政策可以有效提高银行抗逆力水平,实现风险管理内生性和积极性。

Based on the economic explanation and selection of the protective factors of resilience, the author of this pa- per constructs a comprehensive index system of bank resilience, uses the entropy weighted-fuzzy comprehensive evalua- tion model to presents an empirical analysis of the resilience level of Chinese 16 listed banks during 2008-2014, and summarizes the dynamic development law of bank resilience. The conclusions of the paper show it can improve the level of bank resilience effectively and help result in endogenous and active risk management to reduce administrative inter- vention, define risk preference, choose appropriate ways for protective factors, promote financial innovation in various fields and other policies.