国有银行与股份制银行资产组合配置的差异研究

商业银行国有产权与银行业绩表现的关系,近来成为一个热点话题。但是,很少有文章讨论银行国有产权与银行谨慎经营行为的关系。本文依据银行资产组合配置比率指标,研究了中国国有商业银行与股份制银行在谨慎行为方面的差异。实证结论表明:股份制银行比国有银行经营更为谨慎;国有银行由于管理与经营机制的改革正变得越来越谨慎。

The Difference of Portfolio Allocation between State-owned Banks and Joint-equity Banks in China

While the relationship between bank government ownership and performance is a hot topic, there are very few papers focusing on the relationship between government ownership and bank prudential behavior. Based on portfolio allocation proxies, this paper studies the prudential difference of China's state-owned banks and joint-equity banks. Empirical results strongly support the hypothesis that better ownership leads to more prudential behavior. Meanwhile, state banks are getting more and more prudent due to bank system reform.