银行贷款竞争对金融稳定的影响——基于贷款利率市场化的实证研究

被引：20

作者：

唐兴国

刘艺哲

机构：

[1] 湖南大学金融与统计学院

来源：

金融经济学研究 | 2014年 / 29卷 / 01期

关键词：

贷款竞争; 金融稳定; 贷款利率市场化; Lerner指数;

D O I：

暂无

中图分类号：

F832.4 [信贷]; F224 [经济数学方法];

学科分类号：

0701 ; 070104 ;

摘要：

以基于贷款利率的Lerner指数衡量贷款竞争,运用固定效应估计方法和White异方差稳健标准差,对中国银行业2001～2012年贷款竞争与金融稳定之间的关系进行实证研究。结果表明,贷款利率上限的取消成为银行深化贷款竞争的开端,而贷款利率上限的放开对金融稳定没有直接的影响;Lerner指数与银行收入波动、银行破产风险呈正相关关系,与银行资本化水平呈负相关关系,即贷款竞争程度越强,金融体系越稳定。

引用

页码：100 / 108

页数：9

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