The Comprehensive Estimation And Measurement Of The China's Banking System's Fragility

The financial crisis which arised from the subprime mortgage crisis has became full-blown, and took a heavy toll on the real economy and the virtual economy. Looking from the developing process of this crisis, we deemed that there are many factor bring on the increase of banking fragility, and then induce the banking crisis, ultimately lead to this financial crisis,and exerted a profound impact on the world economy. The frequently explosion of the banking crisis indicate that the foundation of the banking stability is feeble.Financial system is the core of modern economy, The banking system is the core of financial system .It plays an important role in the national economy development. The banking system is the main body in the Chinese financial system, the steadiness of the banking system is related to soundness and development of the Chinese financial system. Presently, China is in the process of financial system's market oriented reform, Especially after the full opening up of China's banking to the world, The fragile of banking is faced with more severe challenges. To maintain the banking stability is indispensable to the future development of Chinese economy. Therefore, researching on the banking fragility, analyzing the causes of the banking fragility, on the basis of this analysis, carrying through correlated empirical test, the striving target is to reconstruct the existing banking system into the market-oriented stabile banking system.In the backdrop of the financial crisis which arised from the subprime mortgage crisis was swift overspread and took a heavy toll on the world economy and the financial system, the thesis make the study of banking fragility.Firstly, this thesis defines the banking fragility in a scientific and reasonable way, It also points out that it is a conversion process from quantitative change to qualitative change through construing the relationship among banking fragility, financial fragility, banking risk and banking crisis.Secondly, it expounds the present situation of our banking fragility through capital adequacy,non-performing loan,return of assets and liquidity proportion. On this basis it analyzes the special causes of china's banking fragility from micro, mesne and macro three aspects.Thirdly, learning from foreign experience concerning index-selecting of measuring banking fragility, on the basis of macro economy method ,it adopts quantitative analysis combine with qualitative analysis, then take preliminary identify and measure on our banking fragility from macro,mesne and micro levels.Lastly, learning from home and abroad research method, with the thorough known about the existing reality of our banking system, a relatively complete set of index system is established from macro,mesne and micro levels. 17 measurable targets are selected and the l7 indicators'datum from 1993 to 2007 are collected. Through processing and analyzing this series of the original datum,the thesis demonstrates China's banking fragility by using fuzzy comprehensive evaluation model, then deduces some related conclusions.