| 资本监管下中国97家商业银行风险承担行为的实证检验--基于一个新的研究框架 |
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| 引用本文： | 刘青云,杨有振. 资本监管下中国97家商业银行风险承担行为的实证检验--基于一个新的研究框架[J]. 财经论丛, 2016, 0(7): 57-67. DOI: 10.3969/j.issn.1004-4892.2016.07.007 |
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| 作者姓名： | 刘青云 杨有振 |
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| 作者单位： | 1. 山西财经大学国际贸易学院,山西 太原,030006;2. 山西财经大学金融学院,山西 太原,030006 |
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| 基金项目： | 国家社会科学基金资助项目(15BJY178),山西省高校人文社会科学重点研究基地项目(2015327),山西省哲学社会科学“十二五”规划课题 |
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| 摘 要： | 为了精确探索资本监管对商业银行风险承担行为的影响路径,本文建立资本监管约束商业银行风险承担动机、优化风险承担决策和预防风险承担后果这一新的研究框架。另外,本文以中国97家商业银行微观数据为样本,建立SD资本风险内生模型进行实证检验,实证结果证实本文结论突破了以往将资本监管对商业银行风险承担行为的影响简单概括为有效或者无效,使得政策启示更加具有针对性。
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| 关 键 词： | 商业银行 风险承担行为 资本监管 SD资本风险内生模型 |
An Empirical Study on the Risk-taking Behavior of 97 Commercial Banks in China---Based on a New Research Framework |
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| LIU Qing-yun,YANG You-zhen. An Empirical Study on the Risk-taking Behavior of 97 Commercial Banks in China---Based on a New Research Framework[J]. Collected Essays On Finance and Economics, 2016, 0(7): 57-67. DOI: 10.3969/j.issn.1004-4892.2016.07.007 |
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| Authors: | LIU Qing-yun YANG You-zhen |
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| Abstract: | At present, the capital regulation based on the Basel agreement has already become the Bible in the commer-cial banks globally. It is common that any decisions should be supervised by the capital regulation. This paper provides a new perspective of commercial banks’ risk-taking behavior which can be subdivided into the risky incentive, risky strategy and risk consequence. Meanwhile, we put the Chinese commercial banks under this framework and do some empirical tests. The con-clusion is that capital regulation has different effects on the risk taking behavior which makes the policy more targeted. |
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| Keywords: | commercial bank risk-taking behavior capital regulation SD capital-risk endogenous model |
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