中文摘要：

本文首先建立了能反映商业银行中长期贷款占比与净资产收益之间关系的净资产收益函数表达式，再将该表达式引入到人们所普遍采用的破产概率模型之中，构建中长期贷款占比影响银行破产概率的数理模型，借此提出可反映中长期贷款占比与商业银行稳定二者之间关系的理论假说；然后，以2001—2009年国内14家主要商业银行的面板数据为样本，对上述理论假说进行了实证检验。研究表明，中长期贷款占比与商业银行稳定水平之间呈显著的倒U型关系，并且这一关系主要通过中长期贷款占比对商业银行VaR值的作用而实现。

英文摘要：

This paper first established the function of return on net asset wh{ch could reflect the relationship between the long-term loans share and return on net asset of commercial banks, then introduced the function into the bank default rate of commercial banks, and put forward the hypothesis between the long-term loans share and bank stability through constructing the model of the effects of long-term loans share on bank default rate. Furthermore, based on the panel data of 14 commercial banks in China from 2001 to 2009, this paper empirically tested the hypothesis. The results showed that there existed an inverted U-shape relationship between the long-term loans share and bank stability in a significant level and this relationship was mainly realized by the effect that long-term loans share had on the VaR.