存款保险限额、银行政府背景与风险承担行为

摘要基于2009—2019年中国455家商业银行数据,实证检验存款保险限额与银行政府背景对风险承担的影响及其协同效应。研究结果表明:存款保险限额与银行风险承担之间呈现U形关系;存款保险限额与银行政府背景不仅各自对银行风险承担产生影响,而且银行政府背景还会削弱市场机制的约束作用,削弱银行风险承担与存款保险限额之间的U形关系;居民储蓄率越高,净利差越小,银行政府背景对削弱存款保险限额与银行风险承担之间U形关系越明显。基于我国存款保险制度处于初创期,对于统筹发挥存款保险限额与银行政府背景的作用,加强银行风险承担的有效管理,有着重要的政策含义。

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	胡援成
	王星宇

关键词：存款保险限额政府背景风险承担协同效应

Abstract： Based on the data of 455 Chinese commercial banks from 2009 to 2019, this paper empirically tests the influence of deposit insurance limit and bank government background on their risk-taking and its synergistic effect. The results show that there is a U-shaped relationship between deposit insurance limit and bank risk-taking. The deposit insurance limit and the bank government background not only have an impact on the bank risk taking, but also weaken the restraint effect of the market mechanism, thus weakening the U-shaped relationship between the bank risk taking and the deposit insurance limit. The higher the household savings rate is, the smaller the net interest margin is, and the more obvious the influence of bank-government background on weakening the U-shaped relationship between deposit insurance limit and bank risk-taking is. Based on the fact that China’s deposit insurance system is in its initial stage, this paper provided important policy implications for giving full play to the role of deposit insurance limits and the background of the bank government, and strengthening the effective management of bank risk-taking.

Keywords： Deposit Insurance Limits Government Background Risk-taking Synergy Effect

收稿日期 2020-12-07; 接受日期 ;

基金资助:江西省高校人文社会科学重点研究基地项目(JD20028)

作者简介: 胡援成(1953—),男,江西南昌人,教授,博士生导师,主要从事金融理论研究;王星宇(1988—),男,江西南昌人,博士研究生,主要从事金融理论研究。

引用本文:

胡援成, 王星宇.存款保险限额、银行政府背景与风险承担行为[J]. 经济经纬, 2021,4: 123-131

HU Yuancheng, WANG Xingyu.Deposit Insurance Limits, Bank Government Background and Risk-taking Behavior[J] Economic Survey, 2021,V38(4): 123-131

链接本文:

http://www.jjjw.org.cn/CN/ 或 http://www.jjjw.org.cn/CN/Y2021/V38/I4/123

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