| 基于功效系数法的商业银行财务风险评价研究 |
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| 引用本文： | 罗晓光,刘飞虎.基于功效系数法的商业银行财务风险评价研究[J].科技与管理,2012,14(5):93-98. |
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| 作者姓名： | 罗晓光 刘飞虎 |
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| 作者单位： | 哈尔滨理工大学经济学院,黑龙江哈尔滨,150040 |
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| 基金项目： | 黑龙江省研究生创新基金项目(YJSCX2011-036HLJ);哈尔滨理工大学优博优硕培育计划资助项目 |
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| 摘 要： | 商业银行作为现代金融体系的核心,其财务状况的安全与否直接关系到国家金融体系的安全与稳定发展。利用因子分析法和功效系数法在财务风险综合评价方面的优势克服传统的商业银行财务风险评价的缺陷,在对商业银行财务风险评价指标体系研究的基础上,利用因子分析法这一客观赋权的公司综合财务指标评价方法得出财务风险评价指标的权重,在此基础上运用改进的功效系数法建立评价模型,最后运用该模型对收集的56家商业银行2010年的财务风险状况做出评价。
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| 关 键 词： | 商业银行 财务风险 因子分析法 功效系数法 |
Evaluation of commercial bank financial risk based on the method of efficiency coefficient |
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| LUO Xiao-guang,LIU Fei-hu.Evaluation of commercial bank financial risk based on the method of efficiency coefficient[J].Science-Technology and Management,2012,14(5):93-98. |
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| Authors: | LUO Xiao-guang LIU Fei-hu |
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| Institution: | (College of Economic,Harbin University of Science and Technology,Harbin 150040,China) |
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| Abstract: | Commercial banks are as the core in modern financial system,whether its financial situation is security or not is directly related to the national financial system’s security and stable development.This paper attempts to use the advantages of factor analysis method and efficiency coefficient method in financial risk evaluation to overcome the defect of traditional evaluation of commercial bank financial risk,research on the commercial bank financial risk evaluation index system.This paper uses factor analysis method of comprehensive financial evaluation method which is as the objective ways of deriving weight to derive financial risk evaluation index weight.Furthermore this paper uses improved efficiency coefficient method to put forward the model,Finally,this paper use the model to estimate the condition of the financial risk for the collection of 56 commercial banks of 2010. |
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| Keywords: | commercial bank financial risk factor analysis method efficiency coefficient method |
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