| 结构性货币政策工具对农商银行风险承担的影响 |
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| 引用本文： | 曾祥晟,陈晓枫.结构性货币政策工具对农商银行风险承担的影响[J].福建农林大学学报(哲学社会科学版),2020(2):48-56. |
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| 作者姓名： | 曾祥晟 陈晓枫 |
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| 作者单位： | 福建师范大学经济学院 |
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| 基金项目： | 国家社会科学基金项目(15BJL016)。 |
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| 摘 要： | 基于2014—2018年21家农商银行的微观数据构建动态面板模型,采用系统广义矩估计方法分析结构性货币政策工具对农商银行风险承担的影响。研究发现:结构性货币政策工具对农商银行风险承担的影响差异显著,银行层面变量对农商银行风险承担的影响差异显著,宏观经济层面变量对农商银行风险承担的影响差异显著。据此,提出优化货币政策工具、健全宏观监管体系、提升风险监管能力等对策,以有效控制结构性货币政策工具对农村商业银行风险承担的影响,维护宏观金融市场的稳定。
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| 关 键 词： | 结构性货币政策工具 农商银行 风险承担 |
The impact of structural monetary policy tools on the risk-taking of rural commercial banks |
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| ZENG Xiang-sheng,CHEN Xiao-feng.The impact of structural monetary policy tools on the risk-taking of rural commercial banks[J].Journal of Fujian Agriculture and Forestry University,2020(2):48-56. |
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| Authors: | ZENG Xiang-sheng CHEN Xiao-feng |
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| Institution: | (College of Economics,Fujian Normal University,Fuzhou,Fujian 350117,China) |
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| Abstract: | Based on the micro data of 21 rural commercial banks from 2014 to 2018,a dynamic panel model was constructed to analyze the impact of structural monetary policy tools on the risk-taking of rural commercial banks by using the method of systematic generalized moment estimation method.The results show that the impact of structural monetary policy tools on the risk-taking of rural commercial banks is significant.The impact of bank-level variables on the risk-taking of rural commercial bank is significant.The impact of macroeconomic level variables on the risk-taking of rural commercial bank is significant.Based on this,countermeasures such as optimizing monetary policy tools,improving the macro regulatory system,and enhancing risk supervision capabilities are proposed to effectively control the impact of structural monetary policy tools on the risk-taking of rural commercial banks and maintain the stability of macro financial market. |
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| Keywords: | structural monetary policy tools rural commercial banks risk-taking |
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