市场约束、竞争与银行风险承担——基于中国上市银行数据的分析

Market Constraint,Competition and Bank Risk-Taking-Analysis of data based on the Chinese listed banks

基于12家上市银行的数据,通过建立计量回归模型,探讨了市场约束、竞争对银行风险承担的影响。研究结果表明,市场约束中的价格约束对银行风险承担的作用不显著,数量约束与银行风险承担成负相关;银行竞争与风险承担间的关系非常显著,两者之间不是简单的线性关系,不良贷款率与竞争之间存在着一个倒U型的曲线关系。因此,加大银行的股份制改革,实现银行的市场主体地位,促进银行竞争,进一步加大利率改革,实现价格约束对银行风险承担的约束作用,这些都将有利于银行风险承担的监控。对银行自身来说,提高自身的盈利能力,监控好财务杠杆也有助于有银行自身风险承担的控制。

Based on the data of 12 listed banks, this paper establishing the econometric model discusses the effect of market constraint, competition on bank risk taking effect. The results show that, the effect s of price constraints on bank risk-taking are not significant, the Quantity constraints and bank risk-taking are negatively correlated. The relationship between bank competition and risk is very significant, but the two are not simple linear relation. The rate of bad loans and competition exists an inverted U shape curve relation. Therefore, to enlarge the bank joint-stock reform, realize the bank ＇ s principal status in the market, promote the competition of the bank , further the interest rate reform, realize constraint function of the price constraints on bank risk-taking are beneficial to monitor the risk to the bank. For the banks, improving the profitability, and have a good financial leverage also contribute to the bank ＇ s risk control.