外资股权、外币资产负债结构对我国银行稳定性影响的研究

Research on Influence of Foreign Equity,Foreign Currency Assets and Liabilities Structure on Bank Stability of China

目前,国际资本流动影响我国银行稳定性主要通过两条路径:一是通过持有我国商业银行股权,二是通过改变商业银行的资产负债结构。本文运用15家股份制商业银行2006—2012年面板数据,从微观角度探讨了外资股权结构、外币资产负债结构对其稳定性造成的影响。实证结果表明:(1)外资股权对商业银行稳定性影响在不同银行之间存在着一定差异;(2)外币资产负债结构对于我国商业银行稳定性有明显影响。据此,本文从外资股权、外币资产负债结构方面提出了商业银行稳定性管理的建议。

Currently, international capital flow affects the stability of banks, mainly through two channels. The first is through the equity held by foreigner, another is through the structure of assets and liabilities of commercial banks. This paper explores influence on commercial banks that caused by the foreign equity structure and foreign currency assets and liabilities structure from the micro-perspective,using 15 joint-stock commercial banks’2006-2012 panel data. The empirical results show that：（1） the impact of foreign ownership of commercial banks stability between different banks are different, which supports the query that introduction of foreign strategic investors would be able to improve bank stability;（2） Foreign currency assets and liabilities have a significant impact on the stability of China＇s commercial banks. With financial liberalization, the international capital flow will exert a strong influence on the stability commercial. How to manage capital flow is important for maintaining stability of China＇s commercial banks.Therefore, this paper puts forward some recommendations on how to manage the stability of commercial banks from the perspective of foreign equity and the structure of foreign assets and liabilities.