银行流动性、管理者乐观与银行风险承担  

On the Bank Mobility,Optimistic Attitude of Managers and Bank Risk-taking

作　　者：张丞[1] 韩旺红[1] 

机构地区：[1]中南财经政法大学金融学院,湖北武汉430073

出　　处：《现代财经（天津财经大学学报）》2013年第12期74-85,125,共13页Modern Finance and Economics：Journal of Tianjin University of Finance and Economics

基　　金：国家社科基金项目(10XJY0023);中南财经政法大学项目(2012B0408)

摘　　要：银行流动性对银行风险承担的影响以及管理者乐观在该影响机制中所发挥的作用。分析表明,银行流动性对与贷款相关的银行风险承担有显著正向影响,而对与资产配置相关的银行风险承担有显著负向影响;同时,银行流动性与管理者乐观显著负相关,而管理者乐观又与银行风险承担显著正相关。研究结果还显示:银行流动性对贷款相关的银行风险承担的正向影响至少有一部分被"管理者乐观渠道"所抵消,而银行流动性对资产配置相关的银行风险承担的负向影响至少有一部分是以"管理者乐观渠道"为中介的。这一研究过程与结果,丰富和拓展了银行风险承担与管理者乐观的相关研究,为进一步探讨金融危机形成机理及完善金融风险监管机制创造了条件。In this paper, we explore the relations between bank liquidity and risk-taking, and the role of manager＇s optimistic attitude in the effect mechanism. It shows that banking liquidity has an obvious posotive effect on the risk-taking related to loans. And has an obvious negative effect on the bank risk-taking related to asset allocation. Banking liquidity is negative related to manager＇s op- timistic attitude, and manager＇s attitude is positve related to bank risk-taking. The result also shows that a part of the positive effect of banking liquidity on loan-related bank risk-taking is offest by ＂manager＇s optimistic channel＂, and which is intermediary of a part of the negative effect. The research expends the related research of bank risk-taking and manager＇s optimistic attitude, and also provide conditions for further discussing the formaion mechanism of financial crisis and the perfec- tion of financial risk supervision mechanism.

关 键 词：银行流动性 管理者乐观 银行风险承担 

分 类 号：F830.99[经济管理—金融学]