统计与决策2024，Vol.40Issue(9)：150-155,6.DOI:10.13546/j.cnki.tjyjc.2024.09.026
中国银行业轻型化转型、双支柱调控与系统性风险
Chinese Banking's Lightweight Transformation,Dual-pillar Regulation and Systemic Risks
摘要
Abstract
Based on the quarterly data of China's banking industry from 2011 to 2022,this paper selects indicators to con-struct a lightness index of China's banking industry from the four dimensions of light assets,light income,light capital and light cost,and then takes the listed banks as samples to examine the relationship between the lightweight transformation of banking in-dustry and its systemic risks.The results show that the lightweight transformation of the banking industry has exacerbated systemic risks.Mechanism test finds that lightweight transformation has accelerated the capital turnover speed of various banks,which may cause them to excessively carry out business beyond their own capital carrying capacity,increase the possibility of risk spillovers,and ultimately lead to an increase in systemic risk.Under the existing financial regulatory framework with capital adequacy ratio as the core,lightweight transformation will encourage banks to engage in regulatory arbitrage by accelerating capital turnover,weakening the risk suppression effect of strict financial regulatory policies.Therefore,more attention needs to be paid to dual-pil-lar regulation.The findings of further research go as the following:With the lightweight transformation of the banking industry,the risk suppression effect of quantitative monetary policy will gradually decrease,while the risk suppression effect of price-based monetary policy will continue to increase.Macroprudential policies can effectively contain the systemic risks brought about by the lightweight transformation,but some policy tools have not achieved the expected results.关键词
系统性风险/金融监管/双支柱调控框架/货币政策/宏观审慎政策Key words
systemic risks/financial regulation/dual-pillar regulation framework/monetary policy/macroprudential policy分类
管理科学引用本文复制引用
王龑,刘大志..中国银行业轻型化转型、双支柱调控与系统性风险[J].统计与决策,2024,40(9):150-155,6.基金项目
教育部人文社会科学研究青年基金项目(22YJC790134) （22YJC790134）
