货币政策与银行风险承担  

Monetary Policy and Bank Risk Taking

作　　者：郭静 GUO Jing(Tianjin College of Commerce,Tianjin 300350)

机构地区：[1]天津商务职业学院金融学院,天津300350

出　　处：《天津商务职业学院学报》2023年第1期30-38,共9页Journal of Tianjin College of Commerce

摘　　要：货币政策是调节市场经济发展的重要手段,货币政策与银行风险承担的关系一直受到广泛关注。本文利用我国136家银行2013-2020年的非平衡面板数据,结合货币政策指标,分析了货币政策对银行风险承担渠道的影响。通过构建动态面板模型进行检验,结果表明:不同类型的货币政策均显著影响银行的风险水平,且数量型货币政策的影响值显著大于价格型货币政策。即货币供应量是银行在风险决策时考虑的优先考虑因素,而价格型工具影响银行风险的效果较小。Monetary policy is a crucial tool to regulate the development of the mar⁃ket economy,and the relationship between monetary policy and bank risk-taking has been widely concerned.This paper analyzes the impact of monetary policy on banks'risk-taking channels by using unbalanced panel data of 136 banks in China from 2013 to 2020,combined with monetary policy indicators.Constructing a dynamic panel model for testing shows that different types of monetary policies significantly affect banks'risk levels.The impact value of quantitative monetary policies is considerably larger than that of price-based monetary policies.That is,the money supply is the priority factor that banks consider in their risk decisions,while price-based instruments have a minor effect in influencing bank risk.

关 键 词：货币政策 银行风险 动态面板估计模型 

分 类 号：F822[经济管理—财政学]