非利息成本节约有助于降低商业银行风险承担吗

发布时间：2018-04-21 15:54

本文选题：商业银行 + 非利息成本　；参考：《金融经济学研究》2017年03期

【摘要】：通过引入一个"银行-企业-存款人"多阶段博弈模型建立理论分析框架,阐释非利息成本节约影响银行风险承担水平的内在机理,并利用Bank Scope数据库中2003年~2015年133家国内商业银行的非平衡面板数据进行实证检验。研究发现:非利息成本与商业银行风险承担之间存在显著的正相关关系,非利息成本节约有助于降低商业银行风险承担水平;非利息成本节约降低商业银行风险承担水平的效应在不同规模银行间表现出明显的异质性,相较于小银行,资产规模较大的银行通过同等单位的非利息成本节约能降低更多的风险。因此,为了降低商业银行风险,在经营过程中要控制非利息成本,加强对非利息成本的监管。
[Abstract]:By introducing a multi-stage game model of "bank-enterprise-depositor", a theoretical analysis framework is established to explain the internal mechanism of the effect of non-interest cost saving on banks' risk-bearing level. Using the non-equilibrium panel data of 133 domestic commercial banks from 2003 to 2015 in the Bank Scope database, the empirical test is carried out. It is found that there is a significant positive correlation between the non-interest cost and the risk assumption of commercial banks, and the savings of non-interest costs can help to reduce the risk assumption level of commercial banks. The effect of non-interest cost saving on reducing the risk bearing level of commercial banks shows obvious heterogeneity among banks of different sizes, compared with that of small banks. Banks with larger assets can reduce more risk by saving their non-interest costs at the same unit. Therefore, in order to reduce the risk of commercial banks, it is necessary to control non-interest costs and strengthen the supervision of non-interest costs.
【作者单位】：西安交通大学经济与金融学院;
【基金】：国家自然科学基金项目(71373201;71673214)
【分类号】：F830.42;F832.33

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