作　　者： ;

机构地区： 华南理工大学经济与贸易学院金融系

出　　处： 《投资研究》 2018年第10期31-40,共10页

摘　　要： 近年来我国商业银行积极开展轻型化转型,本文从多个层面分析我国商业银行轻型化发展的现状,阐述了商业银行轻型化转型对系统性风险产生影响的作用机理,并以2008-2017年我国14家上市商业银行为研究样本,实证检验我国商业银行轻型化转型对系统性风险的影响。研究发现:金融危机后的十年我国商业银行呈现出明显的轻型化转型趋势,不同层面的轻型化转型对系统性风险的影响效果并不一致,监管当局应该关注商业银行轻型化转型可能对宏观金融稳定带来的影响,完善宏观审慎监管,有效地防范系统性风险。 As the financial disintermediation and interest rate liberalization accelerate, domestic commercial banks take the lightness-oriented transformation as strategy. This paper analyzes commercial bank lightness-oriented transformation through three dimensions and explores how the lightness-oriented transformation affects the the systemic risk theoretically and empirically. It is based on the panel data of 14 commercial banks of China from 2008 to 2017 to exame this impacts. It finds after cirisis,there is an obvious trend of Chinese commercial banks’ lightness-oriented transformation, and different dimension of lightness-oriented transformation has differrnt impact on the systemic risk. It put forwards the regulator should pay close attention to the Macro-financial stability impact of commercial bank lightness-oriented transformation, strengthen macro-prudential supervision to avoid systemic risk.

关 键 词： 商业银行轻型化转型 内在关联性 同质化 系统性风险

领　　域： [经济管理—金融学]