Study on Structural Risks of Listed Commercial Banks’ Credit Assets in China
This dissertation conducts a comprehensive analysis over the following three aspects: the term structure, industry structure and customer structure. In accordance with the differences of industrial risks among commercial bank loans, this thesis designs risk weights of the industries and selects representative listed commercial banks to simulate their structural risk assets, deriving the conclusion that after taking structural risks into account, the value of commercial bank loans is decreased. Indeed, structural risks may affect the asset value of listed commercial banks. On this basis, this paper tables several proposals to prevent structural risks of credit assets.
Listed Commercial Banks Credit Assets Structural Risks
He Wei Liu Yong-ming
Economics School of Sichuan UniversitySichuan UniversityChengdu, China Economics School of Sichuan University Sichuan University Chengdu, China
国际会议
广州
英文
1-5
2011-05-13（万方平台首次上网日期，不代表论文的发表时间）