Financial Risk Evaluation For The Listed Commercial Banks Under The Condition Of Interest Rate Liberalization

At present, C hina's econo mic develop ment has entered the Twe lfth F ive- year Plan stage for more tha n 4 years, the quickly changing pattern is bound to put forward new require me nts for the fina nc ia l industr y that is develop ing under the tradit iona l planning syste m. Alt hough our financ ia l industr y has developed a lot in recent years, but there still ex ists many prob lems. The current fina nc ial re form has a strong move forward, as the core of fina nc ial re form — interest rate liberalizat ion has stepped into deep waters. High leve l of interest rates libera lizat io n is like ly to lead to commercia l bank cris is if co mmercia l Ba nks do not change in t ime the ir s hare in t he financ ia l system w ill be weakened constant ly. Therefore, to review the financ ia l risk of the listed commercia l Ba nks and put forward correspond ing prevent io n measures are already urgent matters.This artic le constructs a comprehe ns ive eva luat io n system based on market- oriented interest rate and for the co mmercia l banks, respect ive ly from s ix aspects, such as the capita l adequacy, asset qua lit y, liquid it y, profitability and interest rate risk and growt h abilit y and then se lects evaluat ion indexes. Before empir ica l analys is, the index data are calculated. In view o f previo us researches on financ ia l risk forecast most ly focused on b inar y class ificatio n, we devide the financ ia l status of listed commerc ial Banks fro m 2010 to 2014 into four t ypes based on factor ana lys is and c luster ana lys is,w hich makes up the defects that if bank's financ ia l cond it ion is in on the edge of cr is is, and use mult ip le class ificat ion and select ion of independent variables to build multivariate Logistic model to forecast the financial risk.Through e mp ir ical research, we fo und t hat capita l adequacy ratio, growt h abilit y and interest rate risk have t he biggest influence on listed commercia l banks' financ ia l sit uat ion; Co mparing five years' financial conditions, the overall financ ia l sit uat ion of first 3 years is better tha n later two years '. The state-owned banks' fina ncia l s it uat ion is very bala nced in each year, joint- stock banks' sit uat ion of first 3 years is better than later two years', cit y commerc ial banks' fina nc ial s it uatio n is of high vo latility; Ba nks should focus on mo nitoring nine indexes, such as the bank capita l adequacy ratio, provis ion coverage, LDR, the ratio of gap va lue at risk and net profit; T he Logist ic model built on the basis of selected samples and indexes is of high accuracy.