影子银行活动对银行效率的影响——来自中国商业银行的证据

被引：14

作者：

陈诗一 ^{[1
]}

汪莉 ^{[2
]}

杨立 ^{[3
]}

机构：

[1] 复旦大学经济学院

[2] 华东师范大学经济学院

[3] 不详

来源：

武汉大学学报(哲学社会科学版) | 2018年 / 71卷 / 02期

基金：

国家杰出青年科学基金;

关键词：

影子银行活动; 银行的风险与效率; 效率测度;

D O I：

10.14086/j.cnki.wujss.2018.02.012

中图分类号：

F832.33 [商业银行（专业银行）];

学科分类号：

摘要：

利用我国商业银行的样本,发现传统银行涉及的影子银行业务增加了银行风险并且降低了银行效率。效率的下降与中国影子银行业务的整体增长以及银行的规模、所在地和所有制结构显著相关。风险较高的银行往往会通过"转移效应"降低效率。笔者还发现,实证结果对效率的估计,特别是对于银行生产函数中投入和产出变量的选择是敏感的。忽视资产负债表外风险会导致总体风险的低估和银行效率的高估。

引用

页码：103 / 118

页数：16

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