摘要
本文基于179个国家(地区)1991—2018年的跨国非均衡面板数据,采用DID双重差分模型分析了存款保险制度对银行风险承担的影响。结果表明:存款保险制度可以降低银行机构的信用风险和破产可能;最高偿付限额与银行风险承担之间呈U型关系,我国规定的最高偿付限额50万元人民币相较人均GDP偏高。银行政府共同出资、施行风险差别费率将有助于减轻政府对银行的隐性担保,激励对银行进行有效监管,最终有利于降低银行经营过程中的道德风险和风险承担水平。
Based on the data of 179 countries from 1991 to 2018,this paper analyzes the impact of deposit insurance system on bank risk taking by using the DID double difference model.The results show that the deposit insurance system can reduce the credit risk and bankruptcy possibility.There is a U-shaped relationship between the maximum reimbursement limit and the bank’s risk-taking.The maximum reimbursement limit of RMB 500000 stipulated in China is higher than the per capita GDP.The bank government’s joint investment and the implementation of risk differential rate will help to reduce the implicit guarantee of the government to the bank,encourage the government to effectively supervise the bank,and ultimately help to reduce the moral risk and risk-taking level in the process of bank operation.
作者
张春海
Zhang Chunhai(Qingdao Central Sub-branch,The People’s Bank of China)
出处
《金融发展评论》
2019年第11期103-113,共11页
Financial Development Review
