宏观审慎评估对银行业金融机构杠杆率变化的影响研究——基于全国13家上市银行的实证分析

Study on the impact of macro-prudential assessment on the leverage rate of bank--Empirical analysis based on 13 listed banks in China

通过对2014年2季度-2018年3季度全国13家上市数据进行方差分析得出,宏观审慎评估的实施对大型商业银行杠杆率的影响不显著,对股份制商业银行的杠杆率的影响较为显著.造成这种差别的主要原因是各类型银行在广义信贷增速、理财产品增速和同业存单增速等方面的差异.为使宏观审慎评估更好地发挥作用,建议通过明确宏观审慎评估定位、适当调整评估指标的权重、拉大各类机构评分标准的差异和明确情景划分依据等措施完善宏观审慎评估.

Through variance analysis of 13 listed companies in China from the second quarter of 2014 to the third quarter of 2018,it is concluded that the implementation of macro-prudential assessment(MPA)has no significant impact on the leverage rate of large commercial banks in China,but has a more significant impact on the leverage rate of joint-stock commercial banks.Main reasons for this difference are the differences in credit growth rate in broad sense,the growth rate of financial products and the growth rate of deposit receipts.It is suggested that MPA could be improved by defining the location of MPA,adjusting the weight of evaluation indicators appropriately,widening the differences of scoring standards among various institutions,and clarifying the basis for scenario division.