中文摘要：

对我国16家上市银行进行的实证检验表明：3个月同业拆借利率与银行信用风险显著正相关,人民币5年期基准存款利率与银行信用风险的关系不确定,人民币1年期基准存款利率与银行信用风险显著正相关,贷款利息收入占贷款比例与银行信用风险显著负相关。

英文摘要：

An Empirical test made on the 16 listed banks in China shows that there is a significant positive correlation between 3- month interbank interest rates and bank credit risk,that the relationship between RMB five-year benchmark deposit interest rates and bank credit risk is uncertain,that there a significant positive correlation between RMB 1-year benchmark interest rates for deposits and bank credit risk,and that there is a significant negative correlation between the proportion of loan interest income accounted for loans and credit risk.