CAJ | 학술논문

国内外关于银行脆弱性的测度方法主要有事件分析法、CAMELS框架、信号法等,这些方法分别具有各自的优缺点和适用性。作者对此进行了评析,并且认为一个好的银行脆弱性测度模型应该具有三个特征：（1）模型的解释因素应该是导致银行脆弱的关键因素;（2）模型计量简便易行;（3）模型应具有预测功能,而不是事后测度。在此基础上作者构建了银行脆弱性指数（Banking Fragility Index）,并运用该模型对中国银行业1999-2007年间的银行脆弱性进行了测度,最后对构成银行脆弱性的成因运用Logistic回归模型进行了分析。
국내외관우은행취약성적측도방법주요유사건분석법、CAMELS광가、신호법등,저사방법분별구유각자적우결점화괄용성。작자대차진행료평석,병차인위일개호적은행취약성측도모형응해구유삼개특정：（1）모형적해석인소응해시도치은행취약적관건인소;（2）모형계량간편역행;（3）모형응구유예측공능,이불시사후측도。재차기출상작자구건료은행취약성지수（Banking Fragility Index）,병운용해모형대중국은행업1999-2007년간적은행취약성진행료측도,최후대구성은행취약성적성인운용Logistic회귀모형진행료분석。
The measurements of banking fragility at home and abroad are different.There are event-based method,camels frame,KLR method,etc.These methods have their respective advantages,disadvantages and applicability.The author made comments on these methods in this paper.The author holds that a good model on the measurement of banking fragility must have three characteristics.The first is that the independent variables are the key factors which lead to banking crises or bank failure.The second is that the model has simple,accurate and sensitive advantage.The third is that the model has forecasting function,but not afterwards measurement.On the basis,the author constructed banking fragility index（BFI）.Then the author used BFI model to measure the degree of banking fragility for nine banks in 1999 to 2007.At last,the author analyzed the key factors which lead to bank crises or bank failure by Logistic regression model.