我国影子银行业务对于商业银行风险承担的影响——区分表内外影子银行与不同类型商业银行

The Impact of China’s Shadow Banking Business on the Risk Burden of Commercial Banks——Differentiate between inside and outside Shadow Banks and Different Types of Commercial Banks

基于2007-2016年144家商业银行的微观数据,区分了表内外影子银行并考虑金融监管,研究从事影子银行业务对不同类型商业银行经营风险的影响及传导机制。结果表明,表外影子银行显著增加国有商业银行、城商行及农商行的经营风险,而对于股份制商业银行,表外影子银行通过提高盈利能力降低了其潜在的风险,表内影子银行显著提高利润率的波动。金融监管趋强,商业银行将承担更高的经营风险。

The paper distinguished the shadow banks inside and outside the table and considered financial supervision, based on the micro-data of 144 commercial banks from 2007 to 2016. It studied the impact and transmission mechanism of shadow banking on the operational risks of different types of commercial banks. The results showed that off-balance-sheet banks significantly increased the operational risks of state-owned commercial banks, city commercial banks and rural commercial banks. For joint-stock commercial banks, off-balance-sheet banks have reduced their potential risks by improving their profitability,and the shadow banks in the table have significantly increased their profits fluctuations. Higher financial regulation would bring higher risk bearing.