摘要
从我国的信贷周期方面入手研究其对银行的系统性风险的影响。利用SPSS软件提取主成分的分析方法,对得到的主成分与信贷增长进行回归分析。分析结果得出,信贷周期波动显著影响银行的系统性风险,而信贷扩张更容易加大银行系统性风险。因此,银行业必须关注货币政策的变化,通过关联的信贷政策对银行的系统性风险加以防范。
The systematic risk of banks is studied through analyzing the credit cycle in China. By using the SPSS software to conduct principal component analysis method, regression analysis is made between the main components obtained and credit growth, which turns out that the fluctuations of credit cycle significantly affect the systematic risk of banks, and the credit expansion is more likely to increase the systematic risk of banks. Therefore, banks should pay close attention to the changes in monetary policy and the associated credit policy, so that the systematic risk of banks can be avoided.
出处
《北京邮电大学学报（社会科学版）》
2013年第3期66-73,共8页
Journal of Beijing University of Posts and Telecommunications(Social Sciences Edition)
基金
西南民族大学创新型科研项目
关键词
信贷周期
银行系统性风险
主成分分析法
credit cycle
systematic risk of banks
principal component analysis
