| 经济政策不确定性、银行集中度与银行风险 |
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| 引用本文： | 周爱民,刘欣蕊. 经济政策不确定性、银行集中度与银行风险[J]. 经济理论与经济管理, 2021, 41(3): 10-25 |
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| 作者姓名： | 周爱民 刘欣蕊 |
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| 作者单位： | 南开大学金融学院,300350 |
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| 摘 要： | 本文基于2007—2018年30家上市商业银行季度面板数据，首次针对不同方面的银行风险，采用固定效应模型详细探讨经济政策不确定性、银行集中度与银行风险之间的关系。研究结果表明：（1）经济政策不确定性会加剧银行经营风险和信用风险，但会降低银行风险承担；（2）银行集中度的上升会导致银行经营风险和信用风险上升，但对银行风险承担的作用不显著；（3）集中度在经济政策不确定性对银行风险的影响中具有调节效应，随着银行集中度上升，经济政策不确定性会更加剧银行经营风险和信用风险，且会进一步减弱银行风险承担。本文采用不同的银行集中度变量并涵盖多种银行风险衡量指标的实证结果均稳健。进而笔者基于实证结果，在银行风险防控方面对政策制定者及监管部门提出一些建议。
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| 关 键 词： | 经济政策不确定性 银行集中度 银行风险 调节效应 |
ECONOMIC POLICY UNCERTAINTY,BANK CONCENTRATION AND BANK RISK |
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| ZHOU Ai min,LIU Xin rui. ECONOMIC POLICY UNCERTAINTY,BANK CONCENTRATION AND BANK RISK[J]. Economic Theory and Business Management, 2021, 41(3): 10-25 |
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| Authors: | ZHOU Ai min LIU Xin rui |
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| Affiliation: | School of Finance, Nankai University |
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| Abstract: | Based on the quarterly panel data of 30 listed commercial banks in 2007-2018, this paper discusses the relationship between economic policy uncertainty, bank concentration and different kinds of bank risk. The research results show that: (1) Economic policy uncertainty will increase operation risk and credit risk of banks, but it will reduce banks' risk taking. (2) Bank concentration will increase operation risk and credit risk of banks, but its impact on banks' risk taking is not significant. (3) Bank concentration can moderates the impact of economic policy uncertainty on bank risk. As bank concentration increases, economic policy uncertainty will further increase operation risk and credit risk of banks, but it will further weaken banks' risk taking. This paper uses different bank concentration variables and covers a variety of bank risk measurement indicators, showing the results are highly robust. Based on the empirical results, this paper gives some suggestions to policy makers and regulatory authorities on bank risk prevention and control. |
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| Keywords: | economic policy uncertainty bank concentration bank risk moderating effect |
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