Analysis of the Factors Influencing Credit Risk of Commercial Banks
In this paper, the specific data about some Chinese major listed commercial banks, combined with our countrys macroeconomic variables factors, were used to analyze the influence of these factors on the credit risk of commercial banks by mixed effects model.According to our analysis, we arrived at the conclusions: the credit risk of commercial bank is not only influenced by the bank itself, but also significantly affected by the impact of the others macroeconomic factors; mixed effect model can explain the differences and changes of the inter-bank credit risk.In the end of the paper, we pointed out: commercial banks should be reasonable to adjust the region and magnitude of credit and decentralize loads in the time, so as to effectively avoid the feasible serious consequences leaded by economic cycle, which could guarantee their revenue in effect, improve ability of withstanding risks, and enhance competitiveness.
non-performing loan ratio credit risk mixed-effects model
Zhao Sihong Tao Aiyuan
Lixin Accounting Research Institute
国际会议
The 4th Conference on Chinas Economic Operation Risk Management(2010·Shanghai)(第四届中国立信风险管理论坛)
上海
英文
291-297
2010-10-14（万方平台首次上网日期，不代表论文的发表时间）