Vulnerability Facors Of State-Owned Commercial Banks Empirical Research

The pattern of global economic and financial integration is increasingly forming, China’s financial industry is facing tremendous opportunities and threats. Accelerate the pace of financial market opening, gradually influx of foreign banks, capital market liberalization of barriers to entry, these are on the "stability" of the banking business has put forward higher requirements. America’s subprime mortgage crisis makes the whole world-renowned large number of banks suffering degrees, For a country, the banking system is the main constituent of the country’s financial sector. The Chinese state-owned commercial banks also dominate the banking system, it’s healthy or not directly determine whether the development of China’s financial and economic stable and orderly development. In recent years, the stability of China’s commercial banks due to the rapid development of shadow banking, credit risk highlighted local government financing platform, accelerate the process of marketization of interest rates three factors propulsion, by the adverse impact. As China’s banking system, the main state-owned commercial banks to improve their ability to respond to a variety of risks, it is essential for the stable development of the banking system and the system and the financial system. Therefore, the vulnerability factors of state-owned commercial banks to analyze and explore, discover the existence of the current state-owned bank, to analyze the impact of exogenous and endogenous factors and empirical research on the prevention of bank risk, improve China’s financial industry to resist ability of risk, sustainable and healthy development has great practical significance.In China, the state-owned commercial banks, regardless of the size of the deposits and loans, the number of distribution outlets or business is better than other banks, so this selection ICBC, Agricultural Bank of China, Bank of China, China Construction Bank, Bank of state-owned commercial banks as a sample. After this paper, the use of qualitative and quantitative research methods combining qualitative forms of state-owned commercial bank fragility and its influencing factors were analyzed, with a theoretical basis, and through the quantitative analysis of factors specific to the banking fragility of the effects of this article be corroborated by empirical conclusions. First, sort out and summarize the relevant literature on the vulnerability of commercial banks, and then analyzes the current performance of the state-owned commercial banks in the form of vulnerability and its development trend, second from the perspective of exogenous and endogenous illustrates the vulnerability of commercial banks Factors, select the inflation rate, the rate of non-performing loans, loan growth, capital adequacy ratio and other indicators, using principal component analysis(1985-2013 years) of state-owned commercial banks, a comprehensive vulnerability index measure. In studying the vulnerability factors of state-owned banks, the empirical research results exogenous and endogenous factors influencing factors and the state-owned commercial banks, long-term equilibrium relationship between vulnerability and use Granger causality test for these indicators measure the contribution of bank fragility and the degree of influence. Finally, on the basis of theoretical and empirical research on the proposed lower bank fragility on two levels of external and internal policy recommendations China’s commercial banks: Bank of external measures include the creation of a favorable external environment, promoting the stability of banks. The bank’s internal measures include deepening the reform of the banking system of property rights, improve the capital replenishment mechanism, improve profitability and so on.