外资股权、外币资产负债结构对我国银行稳定性影响的研究  

Research on Influence of Foreign Equity,Foreign Currency Assets and Liabilities Structure on Bank Stability of China

作　　者：陈洋林[1] 余智勇[2] 

机构地区：[1]中央财经大学金融学院,北京100081 [2]兰州大学经济学院,甘肃兰州730000

出　　处：《金融发展研究》2014年第12期25-29,共5页Journal Of Financial Development Research

基　　金：2010年国家社科基金青年项目"加强金融宏观调控与我国金融安全研究";2014年安徽财经大学金融稳定学科特区项目"我国金融稳定测度研究"的阶段性研究成果

摘　　要：目前,国际资本流动影响我国银行稳定性主要通过两条路径:一是通过持有我国商业银行股权,二是通过改变商业银行的资产负债结构。本文运用15家股份制商业银行2006—2012年面板数据,从微观角度探讨了外资股权结构、外币资产负债结构对其稳定性造成的影响。实证结果表明:(1)外资股权对商业银行稳定性影响在不同银行之间存在着一定差异;(2)外币资产负债结构对于我国商业银行稳定性有明显影响。据此,本文从外资股权、外币资产负债结构方面提出了商业银行稳定性管理的建议。Currently, international capital flow affects the stability of banks, mainly through two channels. The first is through the equity held by foreigner, another is through the structure of assets and liabilities of commercial banks. This paper explores influence on commercial banks that caused by the foreign equity structure and foreign currency assets and liabilities structure from the micro-perspective,using 15 joint-stock commercial banks’2006-2012 panel data. The empirical results show that：（1） the impact of foreign ownership of commercial banks stability between different banks are different, which supports the query that introduction of foreign strategic investors would be able to improve bank stability;（2） Foreign currency assets and liabilities have a significant impact on the stability of China＇s commercial banks. With financial liberalization, the international capital flow will exert a strong influence on the stability commercial. How to manage capital flow is important for maintaining stability of China＇s commercial banks.Therefore, this paper puts forward some recommendations on how to manage the stability of commercial banks from the perspective of foreign equity and the structure of foreign assets and liabilities.

关 键 词：国际资本流动 股权结构 资产负债结构 银行稳定 

分 类 号：F832.1[经济管理—金融学]