摘要
银行业竞争程度的变化会对银行的经营策略产生影响,从而作用到银行风险上。中国银行业近30年来随着改革开放的推进市场竞争程度不断增加,但却少有研究关注到其市场竞争程度对银行风险所产生的影响。本文采用广义矩估计(GMM)方法,根据我国银行业市场2000~2012年间的数据,实证检验银行业竞争程度对银行风险的影响。研究发现,银行风险随着银行业竞争程度的上升呈现出先减小后增加的趋势,存在一个银行业竞争程度的临界值,对我国大部分银行来说,所面临的行业竞争程度高于临界值,竞争程度的上升将加剧银行风险。
There is a debate on the influence of banking competition on bank risk among the existing.Over the past30 years,competition among banks in China has significantly changed,but literature which put attention to the relationship between banking competition and bank risk is scarce.Using annual reports from 2000 to 2012 of 14 commercial banks in China,the relationship between banking competition and bank risk is tested.It is found that relationship between banking competition and bank risk is U shaped and that there exists a threshold of banking competition.When the strength of banking competition is above the threshold,there is a positive relationship between banking competition and bank risk,on contrary,it' s negative.
出处
《中国管理科学》
CSSCI
北大核心
2013年第S1期249-254,共6页
Chinese Journal of Management Science
