利率市场化与银行风险承担行为的实证研究——基于存贷利差角度  

The Empirical Research of Interest Rate Liberalization and Commercial Bank Risk-taking——Based on an Angle of Gap between Deposit and Loan Interest Rate

作　　者：王浩润[1] 孙英隽[1] 

机构地区：[1]上海理工大学管理学院,上海200093

出　　处：《中国林业经济》2015年第6期5-8,共4页China Forestry Economics

基　　金：沪江基金研究基地专项(D14008);上海市教委重点学科建设项目(J50504)

摘　　要：选取我国28家商业银行的面板数据,从存贷款利差角度,对利率市场化与银行风险承担行为的关系进行实证研究。结论显示:存贷利差的缩小使风险加权资产占比增大,从而增大银行风险;同时,存贷利差的缩小也可能使不良贷款率下降,从而降低银行风险。最后据此提出相应的政策建议。This paper selects the panel data of 28 commercial banks in China, empirically studies whether interest rate liberalization increases the level of banks' risk from the aspect of gap between deposit and loan interest rate. The results obtained show that Narrowed gap between deposit and loan may increase the proportion of risk-weighted assets and banks' risk. Meanwhile, it may decrease non-performing loans and banks' risk. At last some policy suggestions were given.

关 键 词：利率市场化 存贷利差 银行风险承担 固定效应模型 

分 类 号：F832.5[经济管理—金融学]