作　　者： ;

机构地区： 华南理工大学

出　　处： 《上海立信会计金融学院学报》 2019年第5期5-17,共13页

摘　　要： 近年来,我国利率市场化改革快速推进,商业银行无法再过度依赖传统存贷款业务,转而积极开展多元化经营,其可能做出同质化的资产配置决策,会对金融稳定造成一定影响。本文研究了银行业同质性对金融稳定的影响机理,并对此进行实证检验。研究发现:近年来我国银行业的确出现了新的同质化趋势,具体表现为商业银行持有相似的资产组合,共同风险暴露增加。短期内,我国银行业同质性对金融稳定有一定的正面影响,但从长期来看则为持续的负面影响。基于以上结论,本文从监管当局和银行自身角度出发,提出相应的政策建议。 In recent years, with the accelerating progress of interest rate liberalization,commercial banks can no longer rely too much on traditional deposit and loan business, but actively carry out diversified operations. They may make homogenous asset allocation decisions, which will affect financial stability. The authors examines the impact of banking homogeneity on financial stability theoretically and empirically. They find that there has been a new trend of homogenization in China’s banking industry in recent years and commercial banks hold similar asset portfolios which increase mutual risk exposures. The bank homogeneity has a positive impact on the financial stability in the short term, but the impact becomes persistent negative in the long run. Based on the above conclusions, the authors put forward suggestions from the perspective of regulator and commercial bank themselves.

关 键 词： 利率市场化 银行业同质性 金融稳定

领　　域： [经济管理—金融学]