南方金融
南方金融
남방금융
South China Finance
2014年
6期
4~9
,共null页
商业银行 贷款 价格竞争 信贷风险
商業銀行 貸款 價格競爭 信貸風險
상업은행 대관 개격경쟁 신대풍험
Commercial Bank; Loan; Price Competition; Credit Risk
本文选取了2008—2012年12家非国有商业银行的平衡面板数据,运用度量银行定价能力的微观指标Lerner指数和度量银行业整体集中度的CR6指标考察我国商业银行贷款价格竞争程度与银行信贷风险以及整体经营风险的关系。研究发现,南于现阶段我国贷款市场集中度相对较高,所以“风险转移效应”占主导地位;价格竞争的增加有助于缓和银行的信贷风险以及银行的整体运营风险;目前利率管制放松带来的银行业竞争是有效的。
本文選取瞭2008—2012年12傢非國有商業銀行的平衡麵闆數據,運用度量銀行定價能力的微觀指標Lerner指數和度量銀行業整體集中度的CR6指標攷察我國商業銀行貸款價格競爭程度與銀行信貸風險以及整體經營風險的關繫。研究髮現,南于現階段我國貸款市場集中度相對較高,所以“風險轉移效應”佔主導地位;價格競爭的增加有助于緩和銀行的信貸風險以及銀行的整體運營風險;目前利率管製放鬆帶來的銀行業競爭是有效的。
본문선취료2008—2012년12가비국유상업은행적평형면판수거,운용도량은행정개능력적미관지표Lerner지수화도량은행업정체집중도적CR6지표고찰아국상업은행대관개격경쟁정도여은행신대풍험이급정체경영풍험적관계。연구발현,남우현계단아국대관시장집중도상대교고,소이“풍험전이효응”점주도지위;개격경쟁적증가유조우완화은행적신대풍험이급은행적정체운영풍험;목전리솔관제방송대래적은행업경쟁시유효적。
Based on the balanced panel data of 12 Non-state-owned Banks in China from 2008-2012 and adopting Lerner index and CR6 as indicators of market power and market concentration, this paper inquires into the correlation between price competition in the loan market and bank risk. The results show that, due to the current high level of concentration in China' s banking sector, the "risk-shifting effect" plays the dominant role in the banking industry, the increase of competition brought by interest rate deregulation can help abate both banks' credit risk and overall risk, and the banks' Competition from interest rate regulation loosen is effective.