我国上市银行的经营同质化水平测度——基于业务紧密关联视角的分析

发布时间：2018-06-03 23:26

本文选题：同质化 + 过于紧密而不能倒　；参考：《上海金融》2017年07期

【摘要】：次贷危机之后,银行业务同质化成为探究金融系统性风险、测度金融机构之间紧密关联度的重要维度。本文探究了微观个体银行多元化策略与整个银行业经营同质化的辩证关系,借助广义杰卡德相似度指标,应用我国上市银行的公开数据从区域业务分布和资产种类双重视角测度了上市银行间的经营同质化水平。研究发现,尽管中国上市银行的经营同质化水平略有下降的趋势,但是整体而言,我国上市银行的经营同质化水平仍然处于较高水平,隐含着较为显著的潜在系统性关联风险,其中基于资产种类方面的相似度和紧密关联特征更为突出。因此引导和鼓励不同银行大力实施多元化经营、防止过度同质化是弱化业务过于紧密关联、改善宏观审慎监管不可回避的重要话题。
[Abstract]:After the subprime mortgage crisis, the homogeneity of banking business has become an important dimension to explore the financial systemic risk and measure the close correlation between financial institutions. This paper explores the dialectical relationship between the diversification strategy of microcosmic individual banks and the homogeneity of the whole banking industry, and makes use of the generalized Jekard similarity index. Based on the public data of listed banks in China, this paper measures the level of management homogeneity between listed banks from the perspective of regional business distribution and asset category. The study found that, although the level of management homogeneity of listed banks in China is declining slightly, the level of management homogeneity of listed banks in China is still at a higher level, implying a more significant potential systemic association risk. Among them, the similarity and close association feature based on asset category are more prominent. Therefore, to guide and encourage different banks to implement diversification and prevent excessive homogeneity is an important topic that can not be avoided by weakening the close relationship of business and improving macro-prudential supervision.
【作者单位】：南开大学金融学院;国务院发展研究中心金融所;
【分类号】：F832.3

【相似文献】