利率市场化与银行风险承担行为实证研究

发布时间：2018-01-27 01:59

本文关键词： 利率市场化负债成本银行风险风险承担　出处：《技术经济与管理研究》2017年08期 　论文类型：期刊论文

【摘要】：文章主要探讨存款市场竞争作用于银行风险承担的影响机制。通过实证研究得出结论:第一,随着我国存款利率管制逐步放开,银行资金成本上升压力不断增强,银行的总体风险偏好上移。第二,银行业在贷款市场整体呈现出"利润边际效应"大于"风险转移效应"。下调贷款利率虽然降低了银行的信用风险,但是却侵蚀其利润水平,迫使银行选择更高风险的投资机会。第三,混业经营环境下不同业务之间金融监控的缺乏也会导致银行风险水平上升。第四,在存款利率上浮及上限取消的过程中,资金成本的上升对于大银行风险承担的影响更加显著。
[Abstract]:This paper mainly discusses the influence mechanism of the deposit market competition on the risk assumption of the bank. The conclusion is drawn through the empirical research: first, with the gradual liberalization of deposit interest rate regulation in China. The rising pressure of bank capital cost is increasing, and the overall risk preference of banks is moving up. Second. The "profit margin effect" is greater than the "risk transfer effect" in the loan market as a whole. The lower loan interest rate reduces the bank's credit risk, but erodes its profit level. Third, the lack of financial supervision between different businesses in the mixed business environment will also lead to a rise in the level of bank risk. 4th. In the process of floating deposit interest rate and lifting the upper limit, the rising cost of capital has a more significant impact on the risk assumption of big banks.
【作者单位】：上海师范大学商学院;复旦大学经济学院;
【基金】：国家自然科学基金项目(71471117)
【分类号】：F832.33;F832.5
【正文快照】： 一、引言自20世纪70年代末80年代初美国银行业自由化改革以来,竞争与银行风险承担行为便成为学术界和各国监管当局关注和争论的焦点。一方面,在金融市场自由化浪潮的冲击下,存款利率管制解禁,银行业竞争加剧,降低了银行的盈利能力和特许权价值。低特许权价值导致优质贷款减少,

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