引进境外战略投资者对我国银行信用风险水平的影响  

Research on the Affect of Overseas Strategic Investment on Chinese Banks' Credit Risk Management

作　　者：闻岳春[1] 周怡琼[1] 

机构地区：[1]同济大学经济与管理学院,上海200092

出　　处：《金融理论与实践》2011年第11期3-9,共7页Financial Theory and Practice

基　　金：教育部人文社科研究规划项目(编号:10YJA790196);上海市科技发展基金软科学研究项目(编号:11692105600);同济大学人文社科重大课题培育计划项目(1200219143)的部分研究成果

摘　　要：本文以我国19家引资银行2002-2009年的面板数据为样本,实证检验了引进境外战略投资者对银行业信用风险水平的影响。结果表明:引进境外战略投资者确实能改善我国银行信用风险水平,且这种改善效果随着持股时间的增加而增强。但就目前来看,这种改善作用仍较微弱。考察各控制变量系数可知,我国银行业信用风险水平的改善在很大程度上是得益于政府对银行业的保护以及宏观经济的高速发展。针对这一情况,本文在最后对如何进一步发挥境外战略投资者在改善我国银行业信用风险管理水平方面的作用提出了政策建议。Based on panel data of 19 banks from 2002-2009,this paper empirically examined the effect of overseas strategic investment on local banks＇ credit risk management.The result showed that overseas strategic investment has positive impact on the improvement of Chinese banks＇ credit risk management.Specifically,there is a negative relationship between the duration of foreign ownerships and credit risk.But this relationship is quite weak.The enhancement of Chinese banks＇ credit risk management is mainly resulted from the government protection on banking industry which is large interest rate spread and rapid macro-economic growth.So in the purpose of strengthening the positive impact of overseas strategic investment on domestic banks＇ credit risk management,several pointed suggestions have been proposed with considerate thoughts.

关 键 词：境外战略投资者 银行业改革 信用风险水平 面板数据 

分 类 号：F820.4[经济管理—财政学]