存款保险制度、结构型监管约束与银行风险承担  

Deposit Insurance System,Structural Regulatory Constraints and Bank Risk Taking

作　　者：董友贵[1] 郝绪跃 李赞 李楠[1] 王立洋 DONG Yougui;HAO Xuyue;LI Zan;LI Nan;WANG Liyang

机构地区：[1]中国人民银行六安市中心支行,安徽六安237006

出　　处：《吉林金融研究》2022年第1期42-47,共6页Journal of Jilin Financial Research

摘　　要：金融危机后,中国逐步健全货币政策和宏观审慎政策双支柱调控框架,金融管理政策正逐步从价格型监管向价格型、结构型监管并重,并适时推出存款保险制度,以维护宏观经济稳定和国家金融安全。基于此,文章运用银行业季度时间序列数据,从理论与实证角度系统分析了结构型监管约束、存款保险制度与银行风险间的关系,以及其对异质性银行风险的影响。研究结果表明:结构型监管约束降低了银行风险承担水平,弱化了资本充足率与银行风险承担间的负相关关系,强化了资产规模与银行风险承担间的负相关关系;存款保险制度的实施降低了银行风险承担水平,强化了资本充足率与银行风险间的负相关关系,弱化了资产规模与银行风险间的负相关关系。After the financial crisis,China has gradually improved the dual pillar regulatory framework of monetary policy and macro Prudential policy.Financial management policy is gradually shifting from price based supervision to price based and structural supervision,and the deposit insurance system is timely introduced to maintain macroeconomic stability and national fi nancial security.Based on this,using quarterly time series data of banking industry,this paper systematically analyzes the relationship between structural regulatory constraints,deposit insurance system and bank risk,as well as their impact on heterogeneous bank risk.The results show that:structural regulatory constraints do reduce the level of bank risk-taking,weaken the negative correlation between capital adequacy ratio and bank risk-taking,and strengthen the negative correlation between asset size and bank risk-taking.The implementation of deposit insurance system reduces the level of bank risk-taking,strengthens the negative correlation between capital adequacy ratio and bank risk,and weakens the negative correlation between asset size and bank risk.

关 键 词：存款保险制度 结构型监管约束 银行风险 

分 类 号：F830[经济管理—金融学]