风险承担、净息差趋势与银行稳定发展研究--基于2009-2019年商业银行面板数据的实验证据

Research on Banks'Stable Development Based on Risk-taking and Net Interest Margin Trends——An Empirical Analysis Based on Panel Data of Commercial Banks from 2009 to 2019

基于Ho和Saunders的做市商模型,引入监管资本约束,优化调整净息差理论模型,定量解释风险承担与净息差及银行稳定机制。运用线性回归模型及其辅助分析方法,依据30家银行2009-2019年面板数据,考量风险承担、净息差趋势与银行稳定发展的实验证据。结果显示:风险承担与净息差呈现倒“U”形关系;区域经济市场化程度对促进银行发展具有稳定效应,风险承担能力对优化净息差区间存在规模效应。鉴于此,银行应加强风险承担与净息差趋势管理,充分运用市场机制配置信贷资源服务实体经济,积极完善银行治理,提高发展的稳定性。

Based on the dealer model of Thomas S.Y.Ho and Anthony Saunders,and subjected to regulatory capital;the theoretical model of net interest margin(NIM)was innovated.The relationship between risk-taking,net interest margin and bank stability is quantitatively explained.Based on the panel data of 30 banks from 2009 to 2019,this paper studies the experimental evidence of risk-taking,net interest margin trends and the stable development of banks through the linear regression model and its auxiliary analysis method.The results show that the relationship between risk taking and net interest margin is inverted U shape.The degree of regional economic marketization has a stable effect on promoting the development of banks.There is a scale effect of risk bearing capacity on optimizing the net interest margin range.According to these conclusions,banks should strengthen risk taking and net interest margin trend management.Market mechanisms should be fully applied to allocate credit resources and serve the real economy.And bank governance should be actively improved.Finally,the goal of stable development has been strengthened.