贷款竞争、存贷利差与银行风险承担——跨境资本流动与银行家信心的调节作用  

Loan Competition,Deposit and Loan Spreads and Bank Risk-taking:Moderate Effect of Cross-border Capital Flows and Bankers’Confidence

作　　者：顾海峰[1] 张晶[1] Gu Haifeng;Zhang Jing(Glorious Sun School of Business and Management,Donghua University,Shanghai 200051,China)

机构地区：[1]东华大学旭日工商管理学院,上海200051

出　　处：《金融经济学研究》2021年第6期82-97,共16页Financial Economics Research

基　　金：教育部人文社会科学研究规划基金项目(20YJA790014)。

摘　　要：选取2010—2019年中国165家商业银行年度数据对贷款竞争对银行风险承担的影响及其作用机制进行实证分析,研究表明:贷款竞争对银行风险承担具有抑制作用,相对于国有银行与城农商行,贷款竞争对股份制银行风险承担的抑制力度更大;存贷利差在贷款竞争与银行风险承担的关系中承担着中介作用,贷款竞争通过降低存贷利差渠道来降低银行风险承担,“贷款竞争-存贷利差-银行风险承担”的传导渠道有效;跨境资本流动对两者关系具有负向调节作用,跨境资本流动规模提高会减弱贷款竞争对银行风险承担的抑制作用,跨境资本流动的负向调节作用对城农商行更为有效;银行家信心对两者关系具有负向调节作用,银行业信心提高会减弱贷款竞争对银行风险承担的抑制作用,银行家信心的负向调节作用对股份制银行与城农商行更为有效。The paper conducts an empirical analysis on the impact of loan competition on bank risk-taking and its mechanism with the annual data of 165 commercial banks in China from 2010 to 2019.Zhe research shows that:oan competition has an inhibitory effect on bank risk-taking.Compared with state-owned banks and urban rural commercial banks,loan competition restrains the risk undertaking of joint-stock banks more strongly.Deposit and loan spreads play an intermediary role in the relationship between loan competition and bank risk taking.Loan competition reduces bank risk taking by reducing the channel of deposit and loan spreads,and the transmission channel of"loan competition-deposit and loan spreads-bank risk taking"is effective.Cross-border capital flow has a negative moderating effect on the relationship.The increase of cross-border capital flow scale will weaken the restraining effect of loan competition on bank risk taking,and the negative moderating effect of cross-border capital flow is more effective for urban rural commercial banks.Bankers’confidence has a negative moderating effect on the relationship,the increase of banking confidence will weaken the restraining effect of loan competition on bank risk taking,and the negative moderating effect of bankers’confidence is more effective for joint-stock banks and urban rural commercial banks.

关 键 词：贷款竞争 银行风险承担 存贷利差 跨境资本流动 银行家信心 

分 类 号：F830.5[经济管理—金融学]