经济政策不确定性对银行风险承担的影响——基于调节效应分析  

The Impact of Economic Policy Uncertainty on Bank Risk-Taking—Based on Regulation Effect Analysis

作　　者：夏振皓 田穗[1] 

机构地区：[1]杭州电子科技大学经济学院,浙江 杭州

出　　处：《商业全球化》2024年第1期39-49,共11页Business and Globalization

摘　　要：本文研究了2012~2021年我国41家在A股上市的商业银行的年度平衡面板数据,从主动风险承担以及被动风险承担两个角度出发进行了相关研究。在实证中,本文使用固定效应模型进行相关的回归分析,研究结果如下文所示:经济政策不确定性对商业银行的主动风险承担、被动风险承担以及综合破产风险起到一定的负向作用;拨备覆盖率增加会抑制经济政策不确定性对商业银行主动风险承担、商业银行被动风险承担以及破产风险的负向作用。This article takes the annual equilibrium panel data of 41 commercial banks listed on China’s A-share market from 2012 to 2021 as the research object, and conducts relevant research from two perspectives: active risk-taking and passive risk-taking. In empirical analysis, this article uses a fixed effects model for correlation regression analysis, and the research results show that: Economic policy uncertainty has a certain negative impact on the active risk-taking, passive risk-taking, and comprehensive bankruptcy risk of commercial banks;the increase in provision coverage will suppress the reverse impact of economic policy uncertainty on active risk taking, passive risk taking, and bankruptcy risk of commercial banks.

关 键 词：经济政策不确定性 商业银行风险承担 拨备覆盖率 调节效应 

分 类 号：F83[经济管理—金融学]