金融生态环境对银行监管目标的影响研究

An Empirical Study on the Impacts of Financial Ecology Environment on Objectives of Banking Supervision

本文选取适当指标衡量金融生态环境和银行监管目标，通过采用主成分分析（PCA）、ADF平稳性检验和格兰杰因果检验等计量分析方法，对2003～2011年间中国金融生态环境与银行监管目标之间相互作用的因果关系进行了实证研究。结果显示，金融生态环境对银行监管目标存在影响。具体地，宏观经济环境和信用环境对公平性目标具有显著影响；制度环境和监管环境对效率性目标具有显著影响；金融生态环境对于稳定性目标的影响则不太显著。

By setting up the indicators of financial ecology environment （including institution,macro-economy,credit and law environment）and objectives of banking supervision （including fair target,efficiency target and stability target）, this paper explores how financial ecology environment affects the objectives of banking supervision and carries out an empirical study of the influences between them,based on the related data from 2003 to 201 1 in China,with the methods of principal component analysis and Granger causality test.The conclusions show that financial ecology environment has effects on the objectives of banking supervision.Specifically,macro-economy credit environment have obvious effects on fairs objectives and system supervision environment also have the same obvious effects,while financial ecology environment has not obvious effects on stability objectives.