Risk Measurement of Chinese Commercial Banks Based on the Financial Model

บทคัดย่อ

The purposes of this article were 1) to analyze the relevant indicators in operational risk measure value, 2) to analyze the explanatory variables and conduct regression analysis between risk operation measures and independent variables, 3) to analyze the income model to obtain data and explain the corresponding variables, 4) to study OLS, measure the results and use the fuzzy Delphi analysis method, 5) to analyze the correlation among three types of commercial banks and compare them through empirical regression analysis, 6) to analyze the empirical results and provide relevant suggestions for the three types of listed commercial banks. The samples were collected through a combination of theoretical and empirical methods. During this process, key risk indicator points were summarized through relevant data, which was a statement of research technology. The framework theory was then set, relevant literature and research methods were collected, and OLS multiple linear regression was used to conduct regression analysis on the samples. The model data were obtained through model setting and hypothesis testing and empirical results analysis.

The results of this study indicated that the relative operational risk of urban commercial bank groups was significantly higher than that of the other two groups. At the end of the paper, the analysis of the empirical results provided relevant suggestions for strengthening the operational risk management of the three types of listed commercial banks. At the same time, after conducting regression analysis to obtain results, ten experts were invited to verify the results through a questionnaire survey by using the fuzzy Delphi method, fully verifying the consistency between the results and the analysis. For commercial banks, some suggested exercising power, being accountable to the people, strengthening supervision, clearly assigning responsibilities, and establishing appropriate organizational structures, having clear and comprehensive regulatory risk management systems with specialized databases to reduce losses. On this basis, the definition of capital regulation, and the strengthening capital regulation, would allow for a comprehensive analysis of the risk management measures of commercial banks.