摘要
本文使用银行业微观经营数据研究商业银行同业杠杆率影响其风险的机制与效果,结果表明:(1)商业银行同业杠杆率与风险呈现U形关系,目前需要降低同业杠杆率以降低商业银行风险水平;(2)提高商业银行同业杠杆率会降低其流动性创造能力,但会增加盈利水平;(3)监管与金融科技发展均有助于降低同业杠杆率对商业银行风险的负面影响。
This paper uses the micro-operation data of the banking industry to study the mechanism and effect of the in-ter-bank leverage ratio of commercial banks on their risks.The results show that:(1)the inter-bank leverage ratio of com-mercial banks and risks present a U-shaped relationship,and it is necessary to reduce the inter-bank leverage ratio so as to reduce the risk level of commercial banks;(2)increasing the interbank leverage ratio of commercial banks will reduce their liquidity creation ability,but will increase their profitability;(3)the development of supervision and fin-tech can help reduce the negative impact of interbank leverage ratio on commercial bank risks.
作者
余晶晶
聂瑞杰
YU Jing-jing;NIE Rui-jie
出处
《金融论坛》
北大核心
2023年第4期39-49,共11页
Finance Forum
关键词
同业杠杆
银行风险
金融监管
金融科技
inter-bank leverage
bank risk
financial supervision
fin-tech
