The Fragility Analysis On Listed Commercial Banks In China

In June2013, the rate for overnight loans between Banks up to30%,7day repo rate is as high as28%, the banking capital dilemma reflects the liquidity risk management failed to adapt to the development and change of the business model and risk status. Commercial bank provide monetary fund to meet the social needs as intermediary credit and financing role, the homogenization is serious, low level management mode still remain in the "network, scale, resources", profit pattern still is "loan exchange" business. With the in-depth reform of our country financial transformation, upgrading of the economic is slowdown, and the structure of the economy is changing, the degree of competition in banking industry also increased, the risk will likely continue to expose. Therefore, the stability of the banking system is directly related to the stability of the financial industry in our country, the research of fragility of China’s banking industry is useful to maintain the bank stability in our country and even the financial stability and economic prosperity.In this paper, choosing sixteen listed commercial bank representative as the research object, it aims to measure the fragility, find out the influence factors and the relationship between size and different bank fragility. It reviews domestic and foreign literature first, analysis on bank fragility origin theory. Secondly, combining the theory analysis and the use of statistical data reliably and accurately, through the index range and sample interval extension study, construct Bank Fragile Index and extraction and analysis of related factors with qualitative, analyze the listed commercial bank fragility and factors. Then, use the entropy method to contrast measure of listed banks. The last is the summary and the related suggestion and prospect.The results as follow:in the overall situation, from2004to2008fragility as the downward trend, it is stay on the early lows in2007; because of the spreading of global financial crisis it reaches a peak in2009; since2011, because of the national macro-control policies the implementation of the quality and level of financial services, it enhances the overall stable. Through the sixteen different commercial bank fragility contrast studies, provision coverage ratio of non-performing loan, the loan deposit ratio, ratio, short-term liquidity absorption deposit growth rate and the capital adequacy ratio index on the fragility of a greater impact; from banks in different categories of view, city commercial bank fragility is stable, the second is a large state-owned bank, the weakest is joint-stock banks; comparative evaluation results from2011to2013, The best performance in City Banks is Bank of Ningbo, Construction Bank is better than other large state-owned commercial banks, Merchants Bank is more stable in joint-stock banks table, and the fastest rising is Industrial Bank. This paper contains4figures,17tables,53references.