银行特许权价值、风险和竞争——来自于中国上市银行的证据
发布时间：2018-12-09 16:47
【摘要】：本文通过建立计量回归分析模型,探讨了中国银行业的竞争和风险的关系。研究结果表明,市场竞争程度与银行系统风险显著相关,即勒纳指数位于0.4附近的银行,承担的风险最大;勒纳指数很小或者很大的银行,其不良贷款率代表的风险系数很小。对中国的银行来说,超大型和小型商业银行的风险系数一般比较低,小型商业银行多受地方政府大力扶植,经营风险也较小。基于上述分析,本文提出了我国银行业发展的政策建议。
[Abstract]:This paper discusses the relationship between competition and risk in China's banking industry by establishing an econometric regression model. The results show that the degree of market competition is significantly related to the risk of the banking system, that is, the banks with Lerner index around 0.4 bear the greatest risk. Banks with a small or large Lerner index have a low risk ratio on their non-performing loans. For the Chinese banks, the risk coefficient of the super-large and small commercial banks is generally low, and the small commercial banks are strongly supported by the local government, and the operating risk is also relatively small. Based on the above analysis, this paper puts forward some policy suggestions for the development of China's banking industry.
【作者单位】： 东北财经大学研究生院;中国光大银行计划财务部;上海财经大学国际工商管理学院;
【基金】：上海财经大学“211工程”三期重点学科建设项目
【分类号】：F832.33;F224
[Abstract]:This paper discusses the relationship between competition and risk in China's banking industry by establishing an econometric regression model. The results show that the degree of market competition is significantly related to the risk of the banking system, that is, the banks with Lerner index around 0.4 bear the greatest risk. Banks with a small or large Lerner index have a low risk ratio on their non-performing loans. For the Chinese banks, the risk coefficient of the super-large and small commercial banks is generally low, and the small commercial banks are strongly supported by the local government, and the operating risk is also relatively small. Based on the above analysis, this paper puts forward some policy suggestions for the development of China's banking industry.
【作者单位】： 东北财经大学研究生院;中国光大银行计划财务部;上海财经大学国际工商管理学院;
【基金】：上海财经大学“211工程”三期重点学科建设项目
【分类号】：F832.33;F224
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