我国商业银行系统性风险的影响因素分析——基于新金融环境视角

An Empirical Test on Impact of Chinese Commercial Bank's Systematic Risk: Based on a Perspective of New Financial Environment

随着互联网金融的发展,电子货币的广泛运用给商业银行带来了巨大的影响。为了更好的研究在新的互联网金融环境下电子货币使用率对商业银行系统风险的影响,文章基于中国14家上市银行2007—2013年的财务数据,实证分析了在新金融环境下商业银行系统性风险的影响因素,结果表明电子货币的使用与商业银的行系统风险是显著负相关的,这也给如何防范商业银行系统风险提供了新的思路。

With the development of the internet finance, the wide use of the electronic currency has brought a huge influence onto commercial banks. In order to research the electronic currency influence on the system- atic risk of listed banks in the internet financial environment, the influencing factors on systematic risk of the commercial bank are analyzed based on the financial data of 14 commercial banks between 2007 and 2013. The results show that the use of electronic currency has a significantly negative influence on the systematic risk of commercial banks, which provides a new idea of how to guard against the systematic risk of commercial banks.