地域投机文化如何影响地方银行信贷风险?——兼论宏观审慎管理与微观审慎监管的影响  

How Does Geographic Speculative Culture Affect Local Bank Credit Risk?--Annotation of the Impact of Macro-prudential Management and Micro-prudential Regulation

作　　者：王龑 刘大志 Wang Yan;Liu Dazhi(School of Economics and Management,Dalian Minzu University,Dalian 116000,Liaoning,China)

机构地区：[1]大连民族大学经济管理学院,辽宁大连116000

出　　处：《金融发展研究》2024年第9期25-36,共12页Journal Of Financial Development Research

基　　金：教育部人文社会科学研究青年基金项目“中国银行业轻型化转型的经济效益与潜在风险研究——兼论最优转型路径与金融稳定政策”(22YJC790134)。

摘　　要：投机文化作为一种非正式制度,会对地方银行信贷风险产生重要影响。研究发现:浓厚的投机文化氛围会导致地方银行面临严重的信息不对称,因而会加剧其信贷风险。一方面,投机文化可以通过促使地方银行过度进行风险承担和过度加速资本周转两条途径加剧信贷风险。另一方面,净利差收窄和同业竞争加剧带来的压力均会加剧投机文化的不利影响。加强微观审慎监管可以抑制投机文化的不利影响。宏观审慎管理方面,收紧贷款发放条件和提高流动性要求均有助于抑制投机文化的不利影响;单纯提高静态的资本要求则容易造成“逆向激励”的问题。Speculative culture as an informal system can have a significant impact on local bank credit risk.The study finds that a strong speculative culture can cause local banks to face significant information asymmetry and therefore increase their credit risk.On the one hand,a speculative culture can exacerbate credit risk by prompting local banks to engage in excessive risk-taking and over-accelerating capital turnover.On the other hand,the adverse effects of a speculative culture can be exacerbated by the pressure of narrower net interest margins and increased inter-bank competition.Strengthening micro-prudential regulation can curb the adverse effects of a speculative culture.On the macro-prudential side,tighter loan origination conditions and higher liquidity requirements can help to curb the adverse effects of a speculative culture;simply raising static capital requirements tends to create a'reverse incentive'problem.

关 键 词：城市商业银行 农村商业银行 风险承担 资本周转 宏观审慎管理 微观审慎监管 

分 类 号：F832[经济管理—金融学]