金融理论与教学2024，Vol.42Issue(2)：30-39,10.
国际资本流动对银行风险承担的影响研究
Study on Impact of International Capital Flows on Commercial Banks Risk-taking:Evidence from China's Listed Commercial Banks
摘要
Abstract
This paper selects the micro data of 42 listed commercial banks in China from 2010 to 2022,constructs fixed effects panel models and GMM models to empirically analyze the influence mechanism of international capital flows on commercial banks risk-taking,and the empirical study shows that:(1)The international capital flows make a significant contribution to banks'risk-taking.Compared with large banks,the impact of international capital flows on the risk-taking of small and medium-sized banks is more significant.(2)Heterogeneity characterizes the risk-taking of banks by different directions and structures of international capital flows.International capital inflows and outflows have positive and significant effects on the loan-deposit ratio and non-performing loan ratio of banks,respectively;direct investment in international capital flows will suppress bank credit risk,while portfolio investment will increase bank liquidity risk.(3)The international financial panic intensifies the driving effect of international capital on bank liquidity risk.The study provides empirical evidence and policy reference for preventing capital flow risk and maintaining financial system stability.关键词
国际资本流动/商业银行风险承担/异质性影响Key words
international capital flows/commercial banks risk-taking/heterogeneity effects分类
管理科学引用本文复制引用
张筱晗,黄乾..国际资本流动对银行风险承担的影响研究[J].金融理论与教学,2024,42(2):30-39,10.
