经济政策不确定性对银行风险承担的影响研究

发布时间：2018-03-11 10:52

本文选题：经济政策不确定性　切入点：银行风险承担　出处：《经济问题探索》2017年02期 　论文类型：期刊论文

【摘要】：基于2005-2014年146家中资商业银行的非平衡面板数据,利用经济政策不确定性指数,研究了经济政策不确定性对银行风险承担的影响问题。结果表明,中国经济政策不确定性增大将显著提高银行风险水平。这是因为,经济政策不确定性增大造成居民和企业搁置投资,增加银行储蓄,提高了银行净流动性头寸,从而致使银行贷款增加,风险承担加大。研究同时发现,资产充足率高的银行,其风险承担受经济政策不确定性的影响较小。资本充足率不同的银行,扩张信贷的动力存在差异,流动性改变对信贷增加的边际影响也有所差别。这一结果也印证同一观点:经济政策不确定性通过改变银行净流动性头寸和信贷规模影响银行风险承担。研究结论意味着保持经济政策的一贯性和稳定性对于确保金融稳定至关重要。
[Abstract]:Unbalanced panel data of 2005-2014 years 146 Chinese funded commercial banks based on the use of economic policy uncertainty index of economic policy uncertainty on the impact of bank risk. The results show that the Chinese economic policy uncertainty increases will significantly improve the bank risk level. This is because the economic policy uncertainty caused by residents and increase enterprises use of investment, the increase in bank savings, improve the bank's net liquidity position, thus resulting in the increase in bank loans, the risk increased. The study also found that the capital adequacy rate of banks, the risk is less affected by economic policy uncertainty. The capital adequacy ratio of different banks, credit expansion power difference flow change the marginal effect of credit growth is different. This result also confirms the same view that economic policy uncertainty by changing the bank net Liquidity position and credit scale affect bank risk-taking. The conclusion is that maintaining consistency and stability of economic policy is very important for ensuring financial stability.

【作者单位】：西安交通大学;

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