银行业竞争与风险承担被引量：11

Banking Competition and Risk-Taking

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摘要本文以银行业竞争与银行风险承担为主要研究视角，采用非结构法中的PR模型，以中国14家银行1997～2008年的数据为样本，实证分析银行业市场竞争程度，并运用面板数据模型，分析银行业竞争与风险承担之间的关系研究结果表明：中国银行业处于垄断竞争状态；银行业竞争与风险承担之间存在着显著的关系，且银行业竞争度与银行不良贷款比例之间呈现正相关关系；银行业竞争程度对个体银行的风险承担水平影响是有差异的，银行业竞争会促使国有银行（大型银行）承担更大的风险。因此，文章建议应进一步推进银行改革，把好市场准入关口，提高银行监管有效性。 From the perspective of competition in banking sector and risk-taking of banks, this paper, based on the data samples of China＇s 14 banks from 1997 to 2008, utilizes the non-structural method of PR model to empirically analyse the extent of market competition in banking sector and, based on panel data model, to analyse the relationship between banking competition and risk-taking. The results show that： China＇s banking sector is in the state of monopolistic competition; there is a significant relationship between banking competition and risk-taking; the impacts of banking competition extent on the risk-taking of each bank are different; banking competition will lead state-owned banks （large banks） to take greater risks. Therefore, the author suggests promoting banking reform, controlling market access and improving the effectiveness of banking supervision.

作者郭立宏季琳董建卫

机构地区西安理工大学

出处《金融论坛》 CSSCI 北大核心 2011年第10期50-55,共6页 Finance Forum

关键词银行业竞争风险承担市场住入 PR模型 banking competition risk-taking PR model market access

分类号 F832 [经济管理—金融学]

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