重大突发公共卫生事件下宏观经济波动对银行业风险的影响——基于银行业风险偏好遮掩效应的分析

The Impact of Macroeconomic Fluctuations on Banking Risks under Major Public Health Emergencies——An Analysis Based on the Masking Effect of Banking Risk Preference

重大突发公共卫生事件在引发了全球经济衰退的同时,进一步凸显了金融脆弱性,对世界各国防范和化解银行业风险提出了更严峻的挑战。本文基于银行业风险偏好遮掩效应渠道,分析重大突发公共卫生事件爆发前后宏观经济波动对银行业风险影响的差异。研究表明:宏观经济波动与银行业风险呈现显著的负相关关系;重大突发公共卫生事件强化了银行业风险偏好的遮掩效应,进而削弱了宏观经济波动对银行业风险的影响。本文创新性地从银行业风险偏好遮掩效应的渠道出发,分析重大突发公共卫生事件下宏观经济波动对银行业风险的影响,有助于我国完善与重大突发公共卫生事件相适应的、缓解宏观经济剧烈波动的治理应对机制,以更精准地制定银行业风险防范对策。

Major public health emergencies that cause global economic recession highlight the financial vulnerability,so preventing and solving banking risks has become a challenging task for governments around the world.This paper analyzes the difference of the impact of macroeconomic fluctuations on banking risk before and after the outbreak of major public health emergencies.The results show that there is a significant negative correlation between macroeconomic fluctuation and banking risks.At the same time,major public health emergencies strengthen the masking effect of banking risk preference,and then weaken the impact of macroeconomic fluctuations on banking risks.This paper innovatively starts from the channel of banking risk preference masking effect to analyze the impact of macroeconomic fluctuations on banking risks against the backdrop of major public health emergencies,and the findings can be used to develop a sound mechanism of governance against macroeconomic volatility caused by major public health emergencies,and formulate precise policies to guard against banking risks.