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CREDIT REFERENCE
2015年
6期
16-19
,共4页
银行利率%信用风险%上市银行%面板数据回归
銀行利率%信用風險%上市銀行%麵闆數據迴歸
은행리솔%신용풍험%상시은행%면판수거회귀
bank interest rate%credit risk%listed banks%panel data regression
对我国16家上市银行进行的实证检验表明：3个月同业拆借利率与银行信用风险显著正相关，人民币5年期基准存款利率与银行信用风险的关系不确定，人民币1年期基准存款利率与银行信用风险显著正相关，贷款利息收入占贷款比例与银行信用风险显著负相关。
對我國16傢上市銀行進行的實證檢驗錶明：3箇月同業拆藉利率與銀行信用風險顯著正相關，人民幣5年期基準存款利率與銀行信用風險的關繫不確定，人民幣1年期基準存款利率與銀行信用風險顯著正相關，貸款利息收入佔貸款比例與銀行信用風險顯著負相關。
대아국16가상시은행진행적실증검험표명：3개월동업탁차리솔여은행신용풍험현저정상관，인민폐5년기기준존관리솔여은행신용풍험적관계불학정，인민폐1년기기준존관리솔여은행신용풍험현저정상관，대관이식수입점대관비례여은행신용풍험현저부상관。
An Empirical test made on the 16 listed banks in China shows that there is a significant positive correla-tion between 3 - month interbank interest rates and bank credit risk, that the relationship between RMB five-year benchmark deposit interest rates and bank credit risk is uncertain, that there a significant positive correlation be-tween RMB 1-year benchmark interest rates for deposits and bank credit risk, and that there is a significant nega-tive correlation between the proportion of loan interest income accounted for loans and credit risk.
