An Empirical Study Of Financial Risk Assessment On China's Listed Commerical Banks

Commercial bank's risk management includes risk identification, risk assessment and risk aversion etc. If we want to effectively control bank's risk, first of all, we should identify and evaluate the risks of banks.The thesis bases on bank's risk management and regulatory system and takes bank's financial risk as the cut-in point, studying the commercial bank's risk from the perspective of financial risk. In order to evaluate China's listed commercial bank's financial risk, the thesis divides bank's financial risk into five aspects:capital risk, asset quality risk, liquidity risk, profitability risk and management risk. Then a bank's financial risk model of fuzzy comprehensive evaluation is established. Finally, the thesis selects China's 14 listed commercial banks and their public disclosed financial data as the evaluation objects and evaluates these 14 commercial banks'financial risk through using model of fuzzy comprehensive evaluation.Through risk evaluation and results analysis, the conclusions are as follows. Firstly, in 2008, China's 14 commercial banks'financial risks are in a neutral state. Secondly, in terms of types of bank, City commercial bank's financial risk is minimal; State-owned commercial bank's financial risk is in the middle of all; Joint-stock commercial bank's financial risk is in the medium-high level of all.The thesis analyzes the risk of commercial banks from financial risk's point of view, builds a bank's financial risk model of fuzzy comprehensive evaluation and analyzes China's 14 listed commercial banks. The research has a certain reference value for the risk management of banks.