经济与管理研究2018，Vol.39Issue(5)：51-60,10.DOI:10.13502/j.cnki.issn1000-7636.2018.05.005
资本约束、银行异质性与信贷风险敏感性
Capital Constraints,Heterogeneity of Banks and Credit Risk Sensitivity
摘要
Abstract
To further study the effect of capital constraints on the sensitivity of credit risk of commercial banks in China,and the effect of different micro characteristics of the bank,the paper selects micro data of 216 commercial banks in China from 2006 to 2016,using a random effect model for the empirical test.The results of the study are shown as follows.There is a significant correlation between capital adequacy ratio of listed commercial banks and credit risk.The higher the capital adequacy ratio,the lower the credit risk,but the capital adequacy ratio of non listed commercial banks and credit risk is not statistically significant.The joint-stock commercial bank's capital adequacy ratio and credit risk are significantly correlated,but capital adequacy ratio and credit risk of the large state-owned commercial banks are not statistically significant.Due to the heterogeneity of banks,the sensitivity of capital constraints show different effect on commercial banks'credit risk.The findings may enrich the research of the impact of capital requirements on credit risk in a certain extent.Thus,the authorities should coordinate the capital regulation policy,pay attention to the micro characteristics of banks,and conduct different regulatory measures.关键词
资本约束/异质性/信贷风险/微观特征/敏感性Key words
capital constraint/heterogeneity/credit risk/micro characteristics/sensitivity分类
管理科学引用本文复制引用
李树生,管衍锋..资本约束、银行异质性与信贷风险敏感性[J].经济与管理研究,2018,39(5):51-60,10.基金项目
国家社会科学基金项目"金砖银行互利共赢合作模式及风险防范机制研究"(15BJL077) （15BJL077）
