信用风险对商业银行净息差水平的影响分析——基于2011—2015年中国银行业面板数据

发布时间：2018-05-20 03:37

本文选题：净息差 + 信用风险　；参考：《金融理论与实践》2017年05期

【摘要】：当商业银行面临的信用风险增加时,要么惜贷增加安全资产配比,要么以更高的净息差来弥补或覆盖可能造成的违约损失。在构建信用风险影响商业银行净息差的理论模型基础上,采用2011年至2015年全国银行业金融机构的面板数据,实证检验信用风险对商业银行净息差水平的影响。结果显示,信用风险增加显著提升商业银行净息差水平,这表明伴随着利率市场化的基本完成,商业银行在实际业务运作过程中更可能采取风险溢价来弥补信用风险。基于上述研究证据,商业银行切实加强信用风险管理,虽然可能降低净息差水平,但一方面能有效防控金融风险,推进商业银行业务结构调整和经营模式转型,另一方面也有利于缓解实体经济"融资贵"问题,深入推进"三去一降一补"。
[Abstract]:When the credit risk faced by commercial banks increases, they can either increase the ratio of safe assets or make up or cover the possible default losses with higher net interest margin. Based on the theoretical model of credit risk influencing the net interest margin of commercial banks, the panel data of national banking financial institutions from 2011 to 2015 are used to empirically test the impact of credit risk on the net interest margin level of commercial banks. The results show that the increase of credit risk significantly improves the net interest margin of commercial banks, which indicates that with the completion of interest rate marketization, commercial banks are more likely to adopt risk premium to compensate for credit risk. Based on the above research evidence, commercial banks effectively strengthen credit risk management, although it may reduce the net interest margin level, on the one hand, it can effectively prevent and control financial risks, promote the business structure adjustment and business model transformation of commercial banks. On the other hand, it also helps to ease the real economy "financing expensive" problem, in-depth promotion of "three go one down one supplement."
【作者单位】：南京银行;
【分类号】：F832.33;F832.4

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