基于信贷甄别视角的市场竞争与银行风险关系  

The Relationship between Market Competition and Bank Risk from the Angle of Credit Screening

作　　者：吴恒宇[1] 张宗益[1] 吴俊[1] 

机构地区：[1]重庆大学经济与工商管理学院,重庆400030

出　　处：《系统工程》2014年第1期53-58,共6页Systems Engineering

摘　　要：基于一个单期空间竞争框架,从信贷甄别视角出发,将为传统理论所忽略的借款人风险内生分布对甄别效率的影响纳入分析,明晰市场竞争对银行风险的作用机制和临界条件。研究发现:市场竞争的风险影响取决于甄别投入效应与甄别效率效应的共同作用。前者会刺激银行的风险水平,而后者则有益于机构的风险平抑。当贷款需求价格弹性偏低时,甄别效率效应占优,竞争与银行风险反向关联。这启示监管当局为控制日趋激烈的市场竞争格局下的信贷风险隐患,在强化银行事前甄别机制的同时,应注重引导信贷产品创新,优化价格的信贷资源配置功能,从而双管齐下,提升甄别活动效能。Optimizing the market structure, facilitating effective competition and maintaining bank stability is the inherent requirement of China＇s market-oriented banking reform. This paper, from the credit screening perspective, introduces the effect of endogenized distribution of borrower risk on screening efficiency which has been ignored by traditional research into analysis, and makes clear the mechanism and critical condition of market competition on bank risk, based on a single-period spatial competition framework. The results show that. （1） the risk effect of competition depends on the combined effect of screening-input effect and ~reening-efficiency effect--the former effect stimulates the bank risk, while the latter relieves it （2） when the price elasticity of loan is relatively low, the screening-efficiency effect dominates, and competition and bank risk negatively correlate, which implies that to control the credit risk problem of increasingly fierce banking competition, the regulatory authority should strengthen the ex-ante screening mechanism guide the credit product innovation, and optimize the resource allocation function of price so as to enhance the effectiveness of screening activities.

关 键 词：市场竞争 银行风险 信贷甄别 

分 类 号：F830[经济管理—金融学]