Analysis On The Statistic Evaluation And Soundness Of Robustness Of China's Commercial Banks

Since the 1980 s and 1990 s,we have found that the financial turmoil in the world is one after another: the sterling crisis in 1992;the Mexican financial crisis of 1994;the financial crisis in Southeast Asia in 1997-1998;the financial crisis in Argentina in 2002;The international financial crisis triggered by the subprime mortgage crisis.So,how to maintain the soundness of the financial system to resist the risk of the arrival of the crisis,it will become the future of the financial sector need to focus on the issue.The results show that:(1)The overall level of soundness of commercial banks in China is stabilized.There is a long-term cointegration relationship between BSI and capital adequacy ratio,core capital adequacy ratio,asset-liability ratio and non-performing loan ratio.(2)The capital adequacy ratio of the banking system to a certain extent,help to enhance the robustness of commercial banks,but the excessive pursuit of capital adequacy ratio is not conducive to the healthy development of commercial banks.(3)Commercial bank asset-liability ratio maintained at a reasonable level will have a positive effect on the robustness.(4)The non-performing loan rate of China's commercial banks will encourage banks to pay more attention to the development of their own soundness in the current period,thus playing a positive role in the robustness of commercial banks,but this effect will not last.(5)The robustness of commercial banks is mainly affected by its own and asset-liability ratio.Based on the BSI index,the overall and various aspects of the level of soundness of China's commercial banks are evaluated,and the advantages and disadvantages of commercial banks in terms of robustness can be clearly seen and the factors influencing the stability of commercial banks can be quantified.