气候变化对地方性商业银行风险承担的影响分析  

Analysis of the Impact of Climate Change on Risk Taking of Local Commercial Banks

作　　者：陈燕玲[1] 马思雨 Chen Yanling;Ma Siyu(School of Economics,Anhui University,Heifei230601)

机构地区：[1]安徽大学经济学院,合肥230601

出　　处：《黑龙江八一农垦大学学报》2024年第5期119-127,共9页journal of heilongjiang bayi agricultural university

基　　金：安徽省哲学社会科学规划一般项目研究成果(AHSKY2022D046)。

摘　　要：由于业务经营具有显著的区域性,地方性商业银行更容易受到所在地气候风险的影响。以2012-2021年我国47家地方性商业银行为研究样本,构建平衡面板数据实证分析气候变化对地方性商业银行风险承担的影响。结果显示:无论是标准化气温的升高还是标准化降水量的增加,均会显著提升地方性商业银行的风险承担水平。根据不同的划分方式进行分组检验后发现,虽然上述结论依然成立,但存在着一定的异质性:气候变化对西部地区银行的影响大于东部地区银行,对农村商业银行的影响大于城市商业银行。进一步研究还发现,标准化气温对银行风险承担的负面冲击还会降低银行的风险偏好水平。Due to the significant regional limitations of business operations,local commercial banks are more vulnerable to the impact of climate risk in their locations.Taking 47 local commercial banks in China from 2012 to 2021 as research samples,balanced panel data were constructed to empirically analyze the impact of climate change on risk taking of local commercial banks.The results showed that both the increase of standardized temperature and the increase of standardized precipitation would significantly increase the risk bearing level of local commercial banks.According to different classification methods,it was found that although the above conclusions were still valid,there was a certain heterogeneity:the impact of climate change on banks in the western region was greater than that in the eastern region,and the impact on rural commercial banks was greater than that on urban commercial banks.Further study also found that the negative impact of standardized temperature on bank risk taking would also reduce the level of risk appetite of banks.

关 键 词：气候变化 地方性商业银行 风险承担 

分 类 号：F832[经济管理—金融学]