“一带一路”倡议与商业银行风险累积——基于利率市场化改革的经验研究

发布时间：2018-05-11 13:24

  本文选题：利率市场化改革 + 流动性风险　； 参考：《南京审计大学学报》2017年06期

【摘要】：基于中国16家上市商业银行2008—2015年的数据,运用双向固定效应模型考察"一带一路"倡议对银行流动性风险的影响方向,并进一步运用面板双重差分模型检验"一带一路"对异质性银行的风险传导差异,研究发现:"一带一路"的顺利开展依赖于国内银行部门支持,并在一定程度上促使银行业整体流动性被动紧缩;利率市场化改革进程中,银行风险自律性和业务创新有助于缓解银行风险累积;对外投资企业的组成和融资结构相对单一,"一带一路"对外投资项目的融资来源主要集中于五大国有银行,这不利于"一带一路"高效可持续发展;现阶段银行业"风险扩散效应"不强,利率市场化改革有待深入。
[Abstract]:Based on the data of 16 listed commercial banks in China from 2008 to 2015, a two-way fixed effect model is used to investigate the impact of the "Belt and Road" initiative on the liquidity risk of banks. Furthermore, the panel double differential model is used to test the difference of risk conduction between "Belt and Road" and heterogeneous banks. It is found that the smooth development of "Belt and Road" depends on the support of the domestic banking sector. In the process of interest rate marketization reform, bank risk self-discipline and business innovation can help to alleviate the accumulation of bank risk. The composition and financing structure of foreign investment enterprises are relatively single. The financing sources of "Belt and Road" foreign investment projects are mainly concentrated in the five state-owned banks, which is not conducive to the "Belt and Road" efficient and sustainable development. At present, the risk diffusion effect of banking is not strong, and the reform of interest rate marketization needs to be deepened.
【作者单位】： 华东师范大学经济与管理学部;
【基金】：教育部人文社科后期规划项目(11JHQ032)
【分类号】：F125;F832.33
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本文编号：1874150