银行系统风险测度——基于中国14家上市银行面板数据的实证分析

Measuring the Systematic Risk of Banks: Evidence from Panel Data of 14 Joint——Equity Banks in China

文章以中国14家上市银行为研究对象,采用固定效应的面板数据模型对其系统风险排序发现:非国有股份制银行所面临的系统风险明显高于国有股份制银行。未来中国银行业的改革应致力于优化银行资本结构,扩充融资方式和渠道;完善风险定价机制,提高银行风险管理水平;促进银行业市场充分竞争,提高产品和服务创新能力。

This paper orders the systematic risk with panel data model of 14 Joint-Equity Banks in China,and finds that that the systematic risk of non-state joint-equity banks is higher than state jointed-equity banks.The directions of Chinese bank reform is that optimum capital structure,and enlarge financing;complete risk pricing and improve risk management with banks;motivate perfect competition of banks and improve innovation of product and service.