商业银行股权结构改革对信用风险影响的实证分析——基于双重差分法的研究  

Impact of Commercial Bank Ownership Structure Reform on Credit Risk——An Empirical Analysis Based on DID Method

作　　者：沈丽[1] 朱绪东[1] 刘伟华[1] 

机构地区：[1]山东财经大学金融学院,山东济南250014

出　　处：《山东财经大学学报》2017年第6期28-34,42,共8页Journal of Shandong University of Finance and Economics

基　　金：国家社会科学基金项目"新常态初期区域金融风险生成机理及防控对策研究"(16BGL052)

摘　　要：随着中国经济发展进入新常态,经济金融发展将进入战略调整期,商业银行股权改革进程继续深化。基于2005-2015年国内28家商业银行的数据分析,采用双重差分法,实证研究了我国商业银行股权结构改革对信用风险的影响。分析表明,商业银行股权结构改革可以降低银行的信用风险,并且在稳健性检验下依然显著,股权结构改革的政策效果在时间上有1~2年滞后期,其实施效果与银行规模以及资本充足率呈负相关关系。Based on the 2005-2015 data analysis of 28 commercial banks and by adopting DID method,this paper empirically studies the impact of China commercial bank ownership structure reform on credit risk. The research results show that the shareholding structure reform of commercial banks can significantly reduce the credit risk of the equity reform banks,and is still significant under the robustness test; the policy effect of the shareholding structure reform has a lag period of 1 ~ 2 years; and that the policy implementation effect of shareholding structure reform has nothing to do with the bank size,but is negatively related to the capital adequacy ratio. Therefore,commercial banks can reduce their risk through implementing shareholding structure reform.

关 键 词：商业银行 股权结构 信用风险 双重差分法 

分 类 号：F832.1[经济管理—金融学]