美国经济不同时期商业银行经营安全核心指标分析

发布时间：2018-04-08 19:25

本文选题：商业银行　切入点：次贷危机　出处：《湖南科技大学学报(社会科学版)》2011年03期

【摘要】：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。
[Abstract]:Through the establishment of dual LOGIT model twice, this paper makes an empirical comparative analysis of the operational safety indicators of banks in the period of stable economic development in the United States from 1996 to 2006) and the sub-prime crisis period from 2007 to 2009.The paper draws a conclusion that the core index of bank operation security is affected by two different economic periods in the United States, and the empirical analysis shows that there are significant differences between the asset earnings rate and the non-performing loan ratio and so on in the period of economic stability and the period of subprime mortgage crisis.In the period of economic stability, asset earnings rate and loan loss reserve rate are the core indicators that affect the operation safety of banks, and the core capital adequacy ratio of American banks during the subprime mortgage crisis.The ratio of illiquid assets and other real estate to total assets is the core index to measure the operation safety of banks. The difficulty of capital liquidity stimulates the commercial banks to speed up the collapse under the background of the subprime mortgage crisis.
【作者单位】：广东商学院金融学院;湖南科技大学商学院;
【基金】：国家自然科学基金项目(70573032) 湖南省自然科学基金项目(09JJ3131) 全国统计科学研究项目(2008LZ026) 湖南科技大学研究生创新基金项目(S090149)
【分类号】：F171.2;F837.12

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