社会融资结构变化对上市银行风险与绩效的影响——基于动态面板GMM模型的实证检验

发布时间：2018-06-02 23:10

本文选题：商业银行 + 金融结构　；参考：《南方金融》2017年06期

【摘要】：本文基于2002-2015年中国13家上市银行数据,建立动态面板模型,运用GMM估计方法,研究社会融资结构变化对银行风险与绩效的影响。结果表明:一是社会融资结构中直接融资占比不断提高带来的外部竞争压力促进商业银行风险水平降低,对国有控股银行风险的影响要比股份制商业银行更显著;二是直接融资占比不断提高带来的外部竞争压力促进商业银行经营绩效改善,对国有控股银行经营绩效的影响比股份制商业银行更显著。为此,商业银行要积极看待和面对社会融资结构的变化,立足自身条件,深化内部改革,优化业务结构,提升风险管理能力,强化市场竞争优势;监管当局要注重监测与评估社会融资结构变化对商业银行带来的影响,及时提示商业银行关注相关风险,引导商业银行转型与变革,通过实施差异化监管,为银行业发展营造良好的市场竞争环境。
[Abstract]:Based on the data of 13 listed banks in China from 2002 to 2015, this paper establishes a dynamic panel model and uses GMM estimation method to study the impact of the changes of social financing structure on the risk and performance of banks. The results show that: first, the external competitive pressure brought by the increasing proportion of direct financing in the social financing structure promotes the reduction of the risk level of commercial banks, and the impact on the risk of state-owned holding banks is more significant than that of joint-stock commercial banks; Second, the external competitive pressure brought by the increasing proportion of direct financing promotes the improvement of the performance of commercial banks, and the effect on the performance of state-owned holding banks is more significant than that of joint-stock commercial banks. Therefore, commercial banks should positively look at and face the changes of social financing structure, base on their own conditions, deepen the internal reform, optimize the business structure, enhance the risk management ability, and strengthen the competitive advantage of the market. The regulatory authorities should pay attention to monitoring and evaluating the impact of the changes in social financing structure on commercial banks, prompt commercial banks to pay attention to relevant risks, guide commercial banks to transform and reform, and implement differentiated supervision. To create a good market competition environment for the development of the banking industry.
【作者单位】：暨南大学经济学院;
【分类号】：F832.4

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