| 国有商业银行风险控制能力测度模型 |
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| 引用本文： | 简传红,梁喜,张同健.国有商业银行风险控制能力测度模型[J].长安大学学报(社会科学版),2008,10(1):55-60. |
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| 作者姓名： | 简传红 梁喜 张同健 |
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| 作者单位： | 1. 重庆大学,管理学院,重庆,400444
2. 淮海工学院,商学院,江苏,连云港,222005 |
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| 基金项目： | 国家自然科学基金
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国家自然科学基金 |
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| 摘 要： | 新巴塞尔资本协议认为，风险控制是商业银行的核心职能。商业银行的风险主要由操作风险、市场风险和信用风险构成。风险控制能力测度模型的设计是提高国有商业银行风险控制绩效的基础性前提，而设计过程既要深刻融入新巴塞尔资本协议的思想精髓，同时又要密切联系于国有商业银行现实性的风险控制实践活动。探索性因子分析和验证性因子分析可以对模型的有效性提供经验性检验，同时通过检验结果揭示了国有商业银行风险控制过程中存在的若干问题。
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| 关 键 词： | 新巴塞尔资本协议 风险控制 信用风险 先导测试 |
| 文章编号： | 1671-6248(2008)01-0055-06 |
| 修稿时间： | 2007年9月19日 |
Measuring models for risk defender capability of commercial bank |
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| JIAN Chuan-hong,LIANG Xi,ZHANG Tong-jian.Measuring models for risk defender capability of commercial bank[J].Journal of Chang'an University(Social Sciences Edition),2008,10(1):55-60. |
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| Authors: | JIAN Chuan-hong LIANG Xi ZHANG Tong-jian |
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| Institution: | QIU Chang-rong, JIN Jun-hui, ZHAO Yong-chao (School of Economics and Finance, Xi＇an Jiaotong University, Xi＇an 710061, Shaanxi, China) |
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| Abstract: | To illustrate the influence of bank lending and land price on the real estate price in Xi＇an, which is continually climbing, the authors use bounds testing technology to study the role of bank lending, land price on real estate price of Xi＇an. The result shows that there is a long-term calm relationship between them. From the long run, bank lending and land price all have positive effects on the real estate price in Xi＇an. Land price has stronger effect on the real estate price than that of bank lending. But the effect of the land price is not very remarkable. |
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| Keywords: | real estate economics bank lending land price real estate price |
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