杠杆率监管对商业银行稳定性及收益的影响——基于16家A股上市商业银行面板数据的实证分析  

The Impact of Leverage Regulation on the Stability and Profits of Commercial Banks——An Empirical Analysis Based on Panel Data of 16 A-share Listed Commercial Banks

作　　者：赫国胜[1] 马妍妮[1] He Guosheng;Ma Yanni(School of Economics,Liaoning University,Shenyang 110036,China)

机构地区：[1]辽宁大学经济学院

出　　处：《当代经济管理》2019年第10期77-83,共7页Contemporary Economic Management

摘　　要：利用2015-2018年16家A股上市商业银行的面板数据实证考察杠杆率监管对商业银行稳定性及收益的影响。研究发现:实施杠杆率监管对商业银行稳定性具有显著促进作用,但杠杆率过高会降低商业银行收益。进一步研究发现:杠杆率监管对商业银行稳定性及收益的影响存在显著的异质性。根据上述研究结果,提出相应的政策建议。Using the panel data of 16 A-share listed commercial banks in 2015-2018,this paper empirically examines the impact of leverage regulation on the stability and profits of commercial banks.It is found that the implementation of leverage regulation can significantly promote the stability of commercial banks,but excessive leverage will reduce the profit of commercial banks.Further research shows that there is significant heterogeneity in the impact of leverage regulation on the stability and profits of commercial banks.According to the above research results,the corresponding policy recommendations are proposed.

关 键 词：杠杆率监管 商业银行稳定性 商业银行收益 异质性 

分 类 号：F832.33[经济管理—金融学]