银行分项监管对银行风险的影响——基于发展中国家数据的实证分析

The Impact of Bank Sub Regulation on Bank Risk: Empirical Analysis Based on the Data of Developing Countries

基于43个发展中国家357家银行数据,运用系统GMM方法,研究银行分项监管对银行风险的影响。其中,银行监管包括12类分项监管,银行风险包括总体风险、信用评级风险和破产风险。回归结果显示:资本监管、内部管理监管、存款保险监管、信息披露监管和监管效率5类分项监管均能降低3类银行风险。其他分项监管能降低1到2类银行风险,即准入监管能够降低总体风险,增加信用评级风险;所有权监管会增加信用评级风险,降低破产风险;外部审计监管增加银行总体风险和破产风险,降低信用评级风险;流动性监管降低银行破产风险,对总体风险、信用评级风险不显著;资产分类和处置监管降低总体风险、信用评级风险,但增加破产风险;退出监管增加银行总体风险、信用评级风险,降低银行破产风险。本文的研究对我国加强银行监管,降低银行风险有很强的现实参考意义。

This paper selects 357 bank data from 43 developing countries and analyzes the impact of banking sub regulation on bank risk by using the system GMM method. Banking supervision includes 12 types of sub regulation. Bank risks include total risk, credit rating risk and bankruptcy risk. The results of the regression show that capital supervision, internal management supervision, deposit insurance supervision, information disclosure regulation and supervision efficiency can reduce the three types of banking risk. Other sub regulation can reduce one to two banking risk, that is, admittance supervision can reduce total risk and increase credit rating risk. Ownership supervision will increase credit rating risk and reduce bankruptcy risk. External audit supervision increases total bank risk and bankruptcy risk, reduces credit rating risk. Liquidity supervision reduces bankruptcy risk and is not significant to total risk and credit rating risk. Asset classification and disposal regulation reduces total risk and credit rating risk, but increases the risk of bankruptcy. Exit supervision increases the total risk of banks, credit rating risk, and reduces the risk of bank bankruptcy. This study has a strong practical significance for China to strengthen banking supervision and reduce bank risk.