Early Warning System For Small And Medium Sized Joint-equity Commercial Bank's Financial Crisis

In recent years,China has been in a period of rapid social transformation.Along with the development of economy and finance,financial markets,financial disintermediation,financial derivatives into the market,accelerating the process of financial deepening and booming Internet banking,small and medium-sized joint-stock commercial bank's financial intermediary status relatively decline.With the reform of market-oriented interest rate and the implementation of the deposit insurance system,to our country small and medium-sized joint-stock commercial bank also have a major impact.By combining the reality of our country,making a research on the small and medium-sized joint-stock commercial bank financial crisis warning system,which is not only a theoretical warning,but also has a realistic regulation significance.Based on the crisis and challenges of the small and medium-sized joint-stock commercial bank,this research aims to build a special financial crisis warning system for them.Learn form home and abroad about bank crisis early warning index and model,this research first analyzes characteristics,classification and formation reasons of 8 banks financial crisis,then build the financial crisis early warning index system.The index system is divided into financial indicators and non-financial indicators.Financial indicators include five aspects of capital adequacy,asset quality,liquidity,solvency and profitability;Non-financial indicators include four aspects of debt ability,operation ability,profit ability and the internal control.Financial comprehensive score of 8 banks is obtained because of the application of factor analysis of the financial indicators data of2011-2015 in 8 banks,on the basis of matter-element model to establish the financial crisis warning model;by using AHP and FCE method,the non-financial indicators of financial crisis early warning model is established.Finally,a financial crisis early warning model combining the two indexes is established and puts forward some suggestions,draws the conclusion and prospects future research direction.