摘要
行政处罚可以从警示指导、声誉减损和利益剥夺等三个方面防控银行业风险。本文基于2005年至2017年的银行业行政处罚数据和省级宏观数据,实证研究了行政处罚对银行业风险的影响,并基于银行级微观数据做了稳健性检验。研究结果表明,行政处罚能从不良贷款率、不良贷款增长率和银行破产概率等方面显著降低银行业风险。该结果具有一致性和稳健性。此外,因果识别分析的结果显示,行政处罚与银行业风险之间存在因果关系。在实证结果的基础上,结合当前金融发展形势,本文从健全法规和执法规则、针对个人的问责、加强声誉监管、强化公司治理以及增加违规识别能力和处罚力度等五个方面,就强化银行业风险管控提出了政策建议。
Administrative penalty can prevent and control banking risk taking through three mechanisms: warning guidance, reputation impairment and interest deprivation. With banking administrative penalty data and provincial macro data from 2005 to 2017, this paper empirically studies the impact of administrative penalty on banking risk taking. A robustness test is run with bank-level micro data. The results show that, administrative penalty can significantly demotivate banking risks taking by depressing non-performing loan ratio, non-performing loan growth rate and bank failure probability. The conclusions are consistent and robust. In addition, the results of causal identification analysis show that there is a causal relationship between administrative penalty and banking risk taking. Based on the empirical results, some policy recommendations are proposed to help strengthen risk management of the banking industry in current ?nancial development situation. These proposals include sounding regulations and enforcement rules, accounting personally, strengthening reputation supervision and corporate governance, and increasing violation identification abilities and punishment dynamics.
出处
《金融监管研究》
北大核心
2018年第9期50-64,共15页
Financial Regulation Research
关键词
行政处罚
银行业风险
公司治理
声誉监管
个人问责
Administrative Penalty
Banking Risk Taking
Corporate Governance
Personal Accountability