产权结构与商业银行贷款中的风险行为 |
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引用本文: | 李燕平,韩立岩.产权结构与商业银行贷款中的风险行为[J].城市金融论坛,2007,12(7):49-53. |
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作者姓名: | 李燕平 韩立岩 |
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作者单位: | 北京航空航天大学经济管理学院,北京100083 |
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摘 要: | 产权结构是集中反映当前中国银行业公司治理特征的重要变量。基于我国14家代表性商业银行1994-2004年的面板数据,本文实证检验了产权结构差异对银行贷款中风险行为的影响。分析结果表明:在放贷过程中,非国有银行比国有银行更加谨慎,上市银行比非上市股份制银行更为谨慎。此外,国民经济的持续增长显著增加了商业银行贷款中的风险行为。银行贷款风险对存贷利差的变化并不敏感,对此尚未完成的利率市场化进程可作为部分解释。
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关 键 词: | 产权结构 风险行为 存贷利差 面板数据 |
文章编号: | 1009-9190(2007)07-0049-05 |
Ownership Structure and Risk-Taking Behavior of Commercial Banks in China in Granting Loans |
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Authors: | LI Yan- ping HAN Li- yan |
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Abstract: | Ownership structure is an important variable reflecting corporate governance by Chinese banks. According to a panel data of 14 representative commercial banks in 1994-2004, this paper empirically investigates the impact of different banking ownership on their risk-taking behaviors when granting loans. It is found that when providing loans, non-state-owned banks are more cautious than state-owned banks and listed banks are more cautious than non-listed joint-stock banks. In addition sustained GDP growth obviously enlarges loaning risks of commercial banks. Banks are not sensitive to interest spread, for which unaccomplished marketization process is blamable. |
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Keywords: | ownership risk-taking behavior interest spread panel-data |
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