银行特许权价值对其风险承担的影响研究——基于16家上市银行的面板数据  

Study on the impact of commercial bank franchise value on their risk-taking——based on the panel data of 16 listed Banks

作　　者：孙英隽[1] 杨波[1] 

机构地区：[1]上海理工大学管理学院,上海200093

出　　处：《上海管理科学》2015年第5期56-59,共4页Shanghai Management Science

基　　金：沪江基金研究基地专项(D14008)

摘　　要：本文以16家上市银行为样本,采用托宾Q的方法度量了银行的特许权价值,主要分析了2007-2014年间银行特许权价值对商业银行风险承担水平的影响,同时也考察了银行特征变量和宏观经济变量对商业银行风险承担的影响,结果表明,银行的特许权价值和贷款损失准备比率之间呈正向关系,但是和净贷款比率之间呈反向的关系。利率市场化的推进会提高商业银行的风险承担水平,gdp和m2等宏观经济变量和银行的风险承担水平之间是相反的关系。Based on 16 listed Banks as samples, this paper adopts the Tobin Q method to measure the bank＇s franchise value, mainly analyzes the banking franchise value between 2007 and 2014 to the level influence, also examines and macroeconomic variables commercial bank＇s risk bearing the characteristics of the bank influence on commercial bank risk, the results show that the bank＇s franchise value and loan loss preparation ratio was positively to the relationship between, but net and an inverse relationship between loan ratio. Interest rate marketization of advance will raise the level of risk exposures of commercial Banks, such as GDP and m2 c variables and the bank is opposite relationship between level of risk exposures

关 键 词：银行特许权价值 风险承担 托宾Q 

分 类 号：F832[经济管理—金融学]