| Banking is a high-risk industry. The fundamental responsibility of supervisory authority is to efficiently supervise the risk of banking industry, but because of the characteristics of highly concealingness and laggingness, it is difficult to have timely and accurate control over the risks, especially the quantitative analysis and judgment being more difficult and complicated. Recently, the international financial market underwent a turbulent unrest. The financial crisis of Mexico and Albania, the bankruptcy of Barings Bank and Asian economical crisis seriously stroke the economy of every country. The financial system was heavily damaged. Now, it has become a major research area in financial field to dive into the formation of the banking risk and to search the risk-control method suitable for China's banking industry.Recently, many studies have been carried out by scholars all over the world to comprehensively estimate the banking risk and warning means, and they have proposed some applicable means, such as expert method of credit risk estimation, CAMEL bank rating method, PATROL yearly bank rating method, ORAP bank rating method, risk weight analysis, fluid gap analysis of banking fluid risk, net fluid assets analysis, finance gap method, and so on. But most of them are applications of statistics theory in the fields of banking risk. They have the following disadvantages: First, the lack of systematic analysis. There is no systematic analysis of the formation factors of banking risk, so we cannot learn the factors comprehensively. Second, some quantificational analyses are too complicated and abstract, and have low availability. Third, the estimated results of some models can only be effective for a short period of time; they are not capable of forecasting. Fourth, some methods, such as risk weight analysis proposed by BASEL bank supervision committee, are too subjective, and there is the possibility that different countries have different risk weights for the same loan, which makes them not suitable for all circumstances.Based on the analysis of comprehensive evaluation and warning method of banking industry from both home and abroad, with consideration of the reality of China's banking risk, the author carries out in-depth research on the influence, brought by the property right, administrative structure, industry financing structure, bank structure, credit environment, economic development mode and the influence of the government, on China's banking risk. In the paper, discussion focuses on the special mechanism that fosters China's banking risk. Method of administrative levels and regress analysis have been used to make comprehensive evaluation of the risk and construct the warning model of China's banking risk respectively. For the first time in China, the VAR method has been used to study the credit risk of China's banking industry. The result is basically in agreement with the evaluation of banking risk administrated by China's supervisory authority, and hence has strong applicability.The study shows:1,Besides the common factors to all countries, China has its special banking risk mechanism.2,China's banking risk is controllable.3,The accounting system in china banking system is different form international accounting.4,The methods used by foreign countries of banking-risk evaluation and warning system can be used for reference for China, but cannot be totally accepted to server the supervisory of China's banking industry.5,The weight factors of various indices in banking-risk evaluation method are set subjectively, which influence the accuracy of the evaluation. Whereas the application of administrative levels method in the evaluation of China's banking-risk solves the problem and in agreement with the practice of the evaluation of banking risk. The method is scientific and effective.6,The author established the banking risk warning model based on econometrics. The study shows that although there are some errors between predictions and actual values, the model is sc...
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