Empirical Research On Non-Systemic Risk Of Chinese Commercial Banks

The commercial bank is in the dominant position in our countries finance system; high debt and high risk are its characteristics. Along with reform and open policy, there are more and more uncertain factors in the economic activities, and the non-systemic risk of Chinese commercial banks gradually expands, low asset quality, low liquidity, low profit ability and low capital rate have been the extrusive performance. Along with the end of the protection of finance industry in 2006, the foreign capital bank will hasten to hold the domestic market; the intense market competition will inevitably enlarge the non-systemic risk of Chinese commercial banks. Therefore, the research on non-systemic risk of Chinese commercial banks has aroused the academe's universal attention.We took the non-systemic risk of Chinese commercial banks as the research object, and launched a careful empirical research. First, the papers reviewed the related theories about the non-systemic risk of commercial bank, and summarized the correlation research on the evaluation of commercial bank risk. Then, the paper started to research the status quo of commercial bank's non-systemic risk in China, thoroughly analyzed its classification, conduction mechanism, performance, characteristic and the origin. After that, based on the analysis of the status quo, the paper set up a system of indicators for evaluating the non-systemic risk of Chinese commercial banks by the Cluster Sampling, endued weight to every indicator by Principal Components Analytic Method, and we establish a model for evaluating the non-systemic risk of Chinese commercial banks by Fuzzy Synthesis Appraisal Method. Then, the paper evaluated the non-systemic risk of 11 Chinese commercial banks by this model, and according to result carried on a thorough analysis. Finally,base on research result, the paper proposed countermeasure and suggestion keep away the non-systemic risk for Chinese commercial banks.