利率市场化与商业银行风险承担  

Interest Rate Liberalization and Commercial Bank Risk Taking

作　　者：李仲林[1] 

机构地区：[1]西南政法大学经济法学院

出　　处：《财经科学》2015年第1期36-46,共11页Finance & Economics

摘　　要：在国内利率市场化渐行渐近的背景下,本文基于2007—2013年国内88家商业银行数据,运用双边随机前沿模型,分析商业银行风险承担。实证结果显示:样本期间内国内商业银行总体风险承担水平低于最优风险承担水平;随着利率市场化的推进,国内商业银行总体风险承担呈下降趋势,其中,大型商业银行下降的最为明显,而股份制银行和区域性银行却呈上升趋势。In the context of interest rate liberalization, this paper analyze the risk of commercial banks by using bilateral stochastic frontier model and 85 Chinese commercial banks data 2007 - 2013. The empirical results show that overall risk level of domestic commercial banks is less than optimal risk level during the sample peri- od; As interest rate market carry forward, the overall risk of domestic commercial banks is in decline; and large commercial banks decreased evidently, while regional commercial banks and joint - stock commercial banks was on the rise.

关 键 词：利率市场化 银行风险承担 双边随机前沿模型 

分 类 号：F832.5[经济管理—金融学] F832.33