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采用多重线性回归模型,以我国11家商业银行2004~2007年横截面数据为样本数据,对银行财务预警指标与资本充足率的相关性进行分析,探讨资本充足率对银行财务风险的敏感程度和预警效果。
Using the multiple linear regression model and the cross-sectional data of 11 commercial banks in China from 2004 to 2007 as sample data, this paper analyzes the correlation between the bank’s financial warning index and capital adequacy ratio and discusses the sensitivity of the capital adequacy ratio to the bank’s financial risk and Early warning effect.