存贷款市场竞争对银行风险承担的影响有差异吗?——基于中国利率市场化改革的讨论

被引：13

作者：

江曙霞

刘忠璐

机构：

[1] 厦门大学经济学院

来源：

经济管理 | 2016年 / 38卷 / 06期

关键词：

利率市场化; 存贷款市场竞争; 银行风险承担;

D O I：

10.19616/j.cnki.bmj.2016.06.001

中图分类号：

F832.5 [金融市场]; F832.33 [商业银行（专业银行）];

学科分类号：

1201 ; 020204 ;

摘要：

中国利率市场化改革是从贷款利率到存款利率放开的渐进过程,该项改革也导致了银行业存贷款市场的竞争程度差异化明显。本文分别构建存款和贷款两个市场的勒纳指数,采用中国2002—2014年76家商业银行的非平衡面板数据,实证检验了存贷款市场竞争对银行风险承担行为的差异化影响。研究结果显示:(1)相较于存款市场竞争,贷款市场竞争对银行冒险行为激励作用的力度更大;(2)大型商业银行、股份制商业银行和城市商业银行贷款市场竞争越激烈,其风险承担越大;存款市场势力对股份制商业银行风险行为的约束作用比对其他类型银行更为有效;(3)与改革前比较,存贷款利率市场化改革降低了银行风险承担对存贷款市场竞争程度的敏感性,特别是贷款市场竞争。

引用

页码：1 / 15

页数：15

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