资本补充压力会加剧中小银行的风险承担吗——基于城市商业银行的经验证据

当代财经 ›› 2021, Vol. 0 ›› Issue (6): 51-63.

资本补充压力会加剧中小银行的风险承担吗——基于城市商业银行的经验证据

张剑波¹, 汪洋²

1.江西财经大学金融学院,江西南昌 330013;
2.江西师范大学,江西南昌 330022

收稿日期:2020-12-02 修回日期:2021-04-13 发布日期:2021-06-15
通讯作者: 汪洋,江西师范大学教授,金融学博士,主要从事货币理论与政策研究,联系方式wangyang@jxnu.edu.cn。
作者简介:张剑波,江西财经大学博士研究生,主要从事商业银行研究。
基金资助:
国家社会科学基金重大项目“中央银行的逻辑与现代中央银行制度的建设”（21ZDA045）

Will Pressure on Capital Replenishment Aggravate Small-Medium Sized Bank’s Risk Taking? Empirical Evidences from City Commercial Banks

ZHANG Jian-bo¹, WANG Yang²

1. Jiangxi University of Finance and Economics, Nanchang 330013;
2. Jiangxi Normal University, Nanchang 330022, China

Received:2020-12-02 Revised:2021-04-13 Published:2021-06-15

摘要/Abstract

摘要： 基于92家城市商业银行2009—2018年的非平衡面板数据,通过实证检验资本补充压力与中小银行风险承担之间的关系以及中介效应,研究发现：资本补充压力会显著提高中小银行的整体风险承担和信贷风险承担,银行创新能力能够弱化资本补充压力对风险承担的影响,而银行资产规模会强化资本补充压力对风险承担的影响;进一步研究发现,资本补充压力通过运营效率影响中小银行的整体风险承担,通过经营审慎水平影响中小银行的信贷风险承担。监管机构应加快完善中小银行多层次、多工具的资本补充机制,促进中小银行提高审慎经营水平及运营效率,增强“内源式”资本补充能力。

关键词: 资本补充压力, 风险承担, 中介效应

Abstract: Based on the unbalanced panel data of 92 city commercial banks in China from 2009 to 2018, this paper conducts an empirical test of the relationship between the pressure on capital replenishment and the risk taking of the small-medium sized banks, and the mediating effect as well. The result shows that the pressure on capital replenishment will significantly aggravate the overall risk taking and the credit risk bearing of the small-medium sized banks, that the banks’ capacity of innovation can weaken the impact of the pressure on capital replenishment on risk taking, and that the banks’ asset scale will strengthen the impact. The results of further study indicate that the pressure on capital replenishment can impact the overall risk taking of the small-medium sized banks through the operation efficiency and can impact the credit risk bearing of the small-medium sized banks through prudent operation level. The regulatory agencies should perfect the multi-level and multi-instrument capital replenishment mechanism for the small-medium sized banks quickly, promote their prudent operation level and the operation efficiency, and strengthen their capacity of endogenous capital replenishment.

Key words: pressure on capital replenishment, risk taking, mediating effect.

中图分类号:

F832.1

张剑波, 汪洋. 资本补充压力会加剧中小银行的风险承担吗——基于城市商业银行的经验证据[J]. 当代财经, 2021, 0(6): 51-63.

ZHANG Jian-bo, WANG Yang. Will Pressure on Capital Replenishment Aggravate Small-Medium Sized Bank’s Risk Taking? Empirical Evidences from City Commercial Banks[J]. Contemporary Finance & Economics, 2021, 0(6): 51-63.

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