最优同业杠杆水平对商业银行风险的影响--兼论监管与金融科技发展环境的作用  

Influence of Optimal Inter-Bank Leverage Level on Commercial Bank Risk--On the Roles of Supervision and Fin-Tech Development

作　　者：余晶晶 聂瑞杰 YU Jing-jing;NIE Rui-jie

机构地区：[1]首都经济贸易大学金融学院,北京100070

出　　处：《金融论坛》2023年第4期39-49,共11页Finance Forum

摘　　要：本文使用银行业微观经营数据研究商业银行同业杠杆率影响其风险的机制与效果,结果表明:(1)商业银行同业杠杆率与风险呈现U形关系,目前需要降低同业杠杆率以降低商业银行风险水平;(2)提高商业银行同业杠杆率会降低其流动性创造能力,但会增加盈利水平;(3)监管与金融科技发展均有助于降低同业杠杆率对商业银行风险的负面影响。This paper uses the micro-operation data of the banking industry to study the mechanism and effect of the in-ter-bank leverage ratio of commercial banks on their risks.The results show that:(1)the inter-bank leverage ratio of com-mercial banks and risks present a U-shaped relationship,and it is necessary to reduce the inter-bank leverage ratio so as to reduce the risk level of commercial banks;(2)increasing the interbank leverage ratio of commercial banks will reduce their liquidity creation ability,but will increase their profitability;(3)the development of supervision and fin-tech can help reduce the negative impact of interbank leverage ratio on commercial bank risks.

关 键 词：同业杠杆 银行风险 金融监管 金融科技 

分 类 号：F832[经济管理—金融学]