The Statistical Evaluation On The Financial Risk Reform Of Commercial Bank Of China

There are many systemic and non-systemic risk factors in the operation of bank, and almost any of risk factors can trigger financial crisis. Especially in a complex financial environment background, the mechanism of the financial crisis is more complicated, destructive is greater. China’s commercial banks experiencing financial risks often rely on the central bank’s regulation, while ignoring strengthen their risk management capabilities. But the "money shortage" incident has given the bank alert:The central bank would not have been as "savior", the most important is that banks has to strengthen their risk management capabilities. Therefore, to study and establish the China’s financial risk evaluation system, assess the level of risk timely, which for early prevention and resolving financial crises, reducing the adverse impact of financial crisis on the national economy is significant.One focus of this paper is the design of the evaluate index system and the choice of evaluation methods. On the base of the actual operating environment, in-depth analysis of the characteristics of the various risks, referencing the research results at home and abroad, combined with some special cases of China’s commercial banks, considering the availability of data, to establish a financial risk index system reflecting the real situation of China’s bank risk.The second focus in this paper is the empirical analysis of the situation in Chinese commercial bank financial risk. On the base of commercial bank financial risk evaluation index system, we choose some statistical methods, such as factor analysis, DEA, panel data models, to assess financial risks faced by commercial banks. Research mainly from two aspects of horizontal and vertical, longitudinal evaluated China’s commercial banks face systemic risks in recent years, horizontal comparison of listed banks in the past three years unsystematic risk changes.At first, we made an empirical analysis about commercial banks’systemic risk using factor analysis, and made a comprehensive appraisal of systemic risks in the recent years. Discovered our country has experienced two stages when systemic financial risk is relatively large, respectively1993-1994,2007-2008, in the year of2012the risk tended to increase, but we finally passed the critical stage under the joint efforts of our government and the bank.Then we analyses several of factors on China’s commercial banks’non-systemic risk impact, establishing the panel model on listed banks as the research object. As the Research proofed that capital adequacy ratio, bad loan ratio and liquidity ratio affect the unsystematic risk. The effective measure to reduce bank risks is to reduce the rate of bad loans and improve the capital liquidity.Finally, we evaluated the efficiency of commercial banks’risk aversion using DEA model. The risk management efficiency of state-owned commercial bank is slightly higher than that of joint-stock commercial banks; and the risk management efficiency of city commercial bank is higher than that of joint-stock commercial banks. Therefore, to enhance the capability of risk management, the banks need to improve the scale of assets and strengthen technical management.