国际金融研究
國際金融研究
국제금융연구
Studies of International Finance
2014年
7期
54~61
,共null页
信用风险转移 信用风险缓释工具 风险承担
信用風險轉移 信用風險緩釋工具 風險承擔
신용풍험전이 신용풍험완석공구 풍험승담
Credit Risk Transfer; Credit Risk Mitigation; Risk-taking
2010年，我国推出了信用风险缓释工具，为银行信用风险管理提供了新的方式。基于面板数据回归和DAG因果分析法．本文重点分析了信用风险缓释工具对银行风险承担行为的影响。研究结果表明，贷款损失准备金率、不良贷款率与信用风险缓释工具呈负相关，说明了信用风险转移创新改变了我国银行风险承担行为，减少了其风险承担水平。
2010年，我國推齣瞭信用風險緩釋工具，為銀行信用風險管理提供瞭新的方式。基于麵闆數據迴歸和DAG因果分析法．本文重點分析瞭信用風險緩釋工具對銀行風險承擔行為的影響。研究結果錶明，貸款損失準備金率、不良貸款率與信用風險緩釋工具呈負相關，說明瞭信用風險轉移創新改變瞭我國銀行風險承擔行為，減少瞭其風險承擔水平。
2010년，아국추출료신용풍험완석공구，위은행신용풍험관리제공료신적방식。기우면판수거회귀화DAG인과분석법．본문중점분석료신용풍험완석공구대은행풍험승담행위적영향。연구결과표명，대관손실준비금솔、불량대관솔여신용풍험완석공구정부상관，설명료신용풍험전이창신개변료아국은행풍험승담행위，감소료기풍험승담수평。
The credit risk mitigation tool was introduced in China at the end of 2010, which marked an innovation on bank credit risk management. Using panel data regression and DAG test methods, this paper studies the effect of credit risk transfer on bank risk taking behavior. The results show that loan loss reserve ratio and non-performing loan rate have been negatively correlated with the credit risk mitigation, which means credit risk transfer has changed the bank risk taking behavior, and reduced its risk level.
