| 基于EaR的上市商业银行财务风险评价研究 |
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| 引用本文：蔡艳萍，何珊.基于EaR的上市商业银行财务风险评价研究[J].湖南大学学报社会科学版,2016,(4):86-92 |
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| 中文摘要:商业银行在我国经济发展和转型中起着重要作用，近年来随着经济增速放缓、利率市场化和同业竞争加剧的影响，商业银行面临的财务风险也不断加大。为了科学合理地评价商业银行的财务风险，本文从在险价值（VaR）的概念出发引入了在险值的财务风险评价方法对上市商业银行的在险盈余和在险现金流进行测度，实证结果表明目前商业银行总体具有良好的盈利水平，但部分商业银行存在现金流风险。 |
| 中文关键词:商业银行 财务风险；在险值法 |
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| Financial Risk Assessment of Listed Commercial Banks Based on EaR Method |
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| Abstract:In order to evaluate financial risks in commercial banks,scientifically and reasonably this article introduces VaR financial risk evaluation method in the evaluation of listed commercial banks' earnings at risk and cash flow at risk, based on the concept of value at risk (VaR). The empirical results show that currently commercial banks have overall,good profitability but some commercial banks have cash flow risks. |
| keywords:commercial banks financial risk value at risk method |
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