Research On Financial Risk Early Warning Of China 's Commercial Banks

Risk identification and disposal is the core content of commercial bank supervision.How to establish effective risk early warning model of commercial Banks, bank risk early identification and early warning, so as to guide the rational allocation of regulatory resources, banking regulators take timely measures to prevent and dissolve the risk, to prevent bank bankruptcy, as far as possible, reduce the loss caused by bank bankruptcy, is an important research task in the field of banking supervision, to improve the bank supervision mechanism has important theoretical significance and practical significance.So far, foreign scholars in this research are basically based on the empirical study of the American commercial Banks.Because of the economic and financial development level is different in different countries, the development of the banking system model is different, have different mode of regulation, on bank risk early warning model construction method in our country and foreign related research has certain differences inevitably.The most outstanding point is that the development of the U.S. banking sector for a long time, had many Banks have failed events in the history of, bank regulatory system is more comprehensive, accumulated relatively complete regulatory data, can be directly selected bank carries on the analysis of high and low risk.But for most of the transition economies, including China, and there is no ready-made data can be used to build early warning model of bank risk.The purpose of this article is to build a suitable for the reality of our country commercial bank risk early warning model.In reference to domestic and foreign research on bank risk early warning model, based on the method in this paper, first of all types of banking risk, early warning, function, target are analyzed;Then build the index system of commercial bank risk early warning model, proposed by utilizing the method of factor analysis and Logistic regression analysis to study the risk of commercial Banks, at present our country listed 16 listed commercial Banks as the research object, through the factor analysis method to screen out the principal component factor, finally obtained by inspection Logistic regression model has good prediction, so has certain practical value.