监管压力、市场竞争力与银行稳健性——基于中国48家商业银行的实证分析

发布时间：2018-02-23 02:46

本文关键词： 商业银行资本监管监管压力市场竞争银行稳健性　出处：《广东财经大学学报》2017年03期 　论文类型：期刊论文

【摘要】：基于2004年~2015年中国48家商业银行年度非平衡面板数据,实证检验了监管压力与市场竞争力对银行稳健性的影响。结果表明,监管压力对我国商业银行的稳健性具有显著的负向影响,并且对大型银行具有更强的负向作用,对城市商业银行的负向作用明显弱于其他类型银行;市场竞争力对银行业稳健性具有显著的正向影响,并且对于不同类型的银行无明显差异。此外,不同类型银行监管压力与市场竞争力的交互作用与稳健性之间的关系存在差异:交叉作用增加了小型银行的稳健性,却显著降低了大型银行的稳健性。另外,金融危机的发生强化了银行稳健性的动态一致性特征,随着资本监管压力和银行业竞争性的上升,银行稳健性对监管压力和市场竞争力的敏感性显著增强。
[Abstract]:Based on the annual non-equilibrium panel data of 48 commercial banks in China from 2004 to 2015, this paper empirically examines the effects of regulatory pressure and market competitiveness on bank stability. Regulatory pressure has a significant negative impact on the robustness of commercial banks in China, and has a stronger negative effect on large banks, and a weaker negative effect on urban commercial banks than on other types of banks. Market competitiveness has a significant positive impact on banking stability, and there are no significant differences among different types of banks. There are differences in the relationship between the interaction and robustness of different types of banking regulatory pressures and market competitiveness: crossover increases the robustness of small banks, but significantly reduces the robustness of large banks. The emergence of financial crisis has strengthened the dynamic consistency of bank robustness. With the increase of capital supervision pressure and banking competitiveness, the sensitivity of bank robustness to regulatory pressure and market competitiveness is significantly enhanced.
【作者单位】：暨南大学经济学院;
【基金】：国家自然科学基金项目(71473103) 教育部人文社会科学基金项目(13YJA790038) 中央高校基本科研业务费专项资金资助暨南大学领航计划项目(12615101)
【分类号】：F832.33

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