A Study On The Measurement Of The Anti - Stress Of Commercial Banks In China

Bank resilience, which is derived from the concept of "flexibility" in physics, "toughness" in psychology, means banks could make use of their advantage to build risk management system in which the internal and external protective factors indicators are included to help the banks survive from the external shocks and obtain sustainability for long. Through the introduction of the concept of bank resilience, a new perspective of risk-controlling is formed to reveal the bank’s activity to choose the proper strategy about risk appetite, risk selection and risk arrangement, strengthening bank risk management initiative and comprehensive to achieve its higher core competitiveness. The emphasis of bank resilience is well adopted to the financial market competition mechanism and recovery period of financial crisis to build a new set of risk assessment system to express the bank’s risk tolerance, self-healing and environmental adaptability. According to the theory above, this paper is written in the following steps:firstly, the definition of bank resilience is cleared by the explanation of the theory and practice experience of risk management projects with which the domestic and foreign banks used to sustain the prudent operation in the financial crisis in 2008.Then, with the function of bank resilience being found in practice, the banks could expand its risk tolerance in the view of bank’s vulnerability, insurance value, resource advantage and loss cost. Through the effort of bank resilience, it is possible to improve the bank’s risk management capability, optimize its profit structure, strengthen the interior and exterior supervision, enrich the combination of risk management resource and promote diversified business model. In this way, the professional risk bearing skills and higher level of bank’s investment could be accepted by the capital market and the ordinary people again. To be specific, if we choose different type of protective factors inside and outside the bank, the level of bank resilience could be covered from the survival resilience, resistant resilience to reconstructive resilience among various type of banks. And in the empirical part, the evaluative indexes of the banks’ resilience comprehensive system are selected from four parts of the banks,which are chosen as the bank resource、human resource、financial supervision and social environment. The annual data of 16 listed banks from 2008-2014 is used into the entropy weighted-fuzzy comprehensive evaluation model to compare the different level of capacity that these banks own to resist risk anytime and anywhere actively. At last, the paper concluded that the right methods to improve the level of bank resilience are to store the bank autonomy, arrange risk exposure, grasp the reform opportunity and promote financial innovation in diverse fields. Only in this way, can the banks in China search for the appropriate protection factors to re-build the risk management system. And based on the thought, we can treat the financial crisis as the opportunity for the banks to develop in a higher level with a better risk management ability.