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当前位置:首页 > 商业/管理/HR > 资本运营 > 资本充足率指标对我国商业银行财务预警的有效性分析
PIONEERINGWITHSCIENCE&TECHNOLOGYMONTHLYPIONEERINGWITHSCIENCE&TECHNOLOGYMONTHLY201012009,,,8%。,,《》,。,。,,。,。1《》:、,,,,。。1.1,,。KimSantomero,,,。-,,。,。,。,Gen-nottePyle,Santos。,,。,,,。:,。,,,,,。,。1.2-DewatripontTirole,:,。、,。,,。,,,。,、,。。,(430079):1988,。,,。,。:;;;;:F832.33:A:2009-11-1636PIONEERINGWITHSCIENCE&TECHNOLOGYMONTHLYNO.12010。,,,;,,。,。,8%。,。,Alt-man,,,Z-Score。OdomandShardaAltman,BP,,。、,。,,。22.12005-2009(,),13:、、、、、、、、、、、、。。SPSS13.0。2.2,,。,:、、、、、。7:、、。1。2.3,、、、、、,,。:PCAi=β1LARi+β2PBLi+β3ERi+β4ROEi+β5EPSi+β6AGHi+β7EGHi+μi33.12,(R)=0.918,(R2)=0.834,R=0.8181。,。3.22。F=33.695,p=0.000,0.005。3.33:,t,,,;,t,;,,t,。4,。,。,、、、,2(R)0.918(a)(RSquare)0.834(AdjustedRSquare)0.8180.01828F33.695Sig.0.000a:α=5%1LARPBLERROEEPSAGHEGHPCA(/)×100%[(++)/]×100%()(/)×100%/(-)/×100%(-)/(/)×100%3VariableCoefficient1.208-0.2981.870-0.1500.072-0.0320.026Std.Error1.3280.5021.4860.1680.0470.0690.0120.888-0.2251.448-0.5490.844-0.2250.602t-Statiatic0.774-0.5761.258-0.8951.513-0.4622.13037PIONEERINGWITHSCIENCE&TECHNOLOGYMONTHLYPIONEERINGWITHSCIENCE&TECHNOLOGYMONTHLY20101,、、。:①,;②,,。1,,.[J].,2005(8)2.[J].,2003(4)3,.[J].,2001(3)()118165,《》,;1871,;1879,,,,,,,,18791914,“”35,、。,,,,,,(),(),,,,。,,,,,,,,,,。,,,,。,,,,()。,,,,。《》(·1900《》),,。22.1,,,,,。,,,。———(443002):,,,,,,,、,,。:;;;:F821.9:A:2009-10-2038
本文标题:资本充足率指标对我国商业银行财务预警的有效性分析
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