利率市场化、同业业务与银行经营稳定性

发布时间：2018-08-16 16:52

【摘要】：本文从流动性风险、破产风险和信用风险三个角度综合考察银行风险,并使用中国60家商业银行2008~2014年的数据,运用固定效应面板模型,实证检验利率市场化及同业业务对商业银行风险的影响。研究结果表明,同业业务有利于缓解银行的流动性风险,但是会加剧银行的破产风险;存贷款利率市场化会使银行的流动性风险加重,同时存款利率市场化能降低银行的信用风险;利率市场化会倒逼同业业务的发展并进一步降低银行的流动性风险,但会扩大银行的信用风险和破产风险。为此,应将同业业务纳入统一授信体系,并适度计提存款准备金和拨备覆盖率;应促进资产证券化业务更快更好的发展,建立稳定商业银行的资本补充机制;要加强对同业业务资金投向和规模的控制与管理;金融监管部分之间应该加强协调配合,共同监管同业业务。
[Abstract]:This paper examines the banking risk from three perspectives: liquidity risk, bankruptcy risk and credit risk. Using the data of 60 Commercial Banks in China from 2008 to 2014 and using the fixed effect panel model, the paper empirically tests the impact of interest rate marketization and interbank business on the risk of commercial banks. Liquidity risk will aggravate bankruptcy risk; marketization of deposit and loan interest rate will aggravate the liquidity risk of banks, while marketization of deposit interest rate can reduce the credit risk of banks; marketization of interest rate will force the development of interbank business and further reduce the liquidity risk of banks, but will expand the credit risk of banks. Bankruptcy risk. Therefore, the interbank business should be integrated into the unified credit system, and the deposit reserve and reserve coverage should be appropriately calculated; the asset securitization business should be promoted to develop faster and better, and the capital supplementary mechanism should be established to stabilize the commercial banks; the control and management of the investment and scale of interbank business funds should be strengthened; and the financial supervision and management should be strengthened. Coordination and cooperation should be strengthened to jointly supervise the business of the same industry.
【作者单位】：南京审计大学金融学院;南京审计大学;
【基金】：国家社会科学基金项目《影子银行业务的风险传染与审计治理机制研究》(15BGL045) 南京审计学院硕士研究生科研及实践创新计划项目(MG2015008)——《中国影子银行业务对商业银行经营稳定性影响的实证研究》
【分类号】：F832.5;F832.2

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