| 摘要: |
| 近年来，我国商业银行积极开展轻型化转型。本文采用2008-2017年我国14家上市 银行的数据构建指标衡量我国银行轻型化发展的现状，从理论上探讨了轻型化转型对银行风 险承担的影响机理，并进行实证检验。研究结果表明：次贷危机以来，我国商业银行向轻型化 转型趋势明显，不同层面轻型化对银行风险承担的影响并不相同。在轻资产和轻收入层面，增 加金融市场业务占比和非利息收入占比会增加银行的风险承担，而在轻资本层面，增加资本利 用效率则会将降低银行的风险承担。针对以上结论，本文从银行与监管当局的角度，提出相关 政策建议。 |
| 关键词: 商业银行；轻型化转型；风险承担 |
| DOI： |
| 分类号:F832.2 |
| 基金项目:本文为国家社会科学基金面上项（18BJY243）“非金融企业影子银行化对我国金融稳定的影响研究”的研究成果。 |
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| The Impact of Light-oriented Transition on Risk-taking for Commercial banks |
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XIAO Qi MAI Yingxin
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South China University of Technology，School of Economics and Commerce
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| Abstract: |
| In recent years, China’s commercial banks have actively carried out light-oriented transformation. Based on the data of 14 listed banks in China from 2008 to 2017, this paper constructs indicators to measure the current situation of light-oriented development of banks in China, discusses the impact mechanism of light-oriented transformation on risk-taking of banks theoretically and conducts empirical tests. The results show that the trend of light-oriented transformation of Chinese commercial banks is obvious since the subprime crisis. However, different aspects of light-oriented transformation have different impacts on banks' risk-taking. Increasing the proportion of financial market business and non-interest income will increase the risk-taking of banks, while increasing the efficiency of capital utilization will reduce the risk-taking of banks. Above all,this paper puts forward relevant policy recommendations from the perspective of banks and regulatory authorities. |
| Key words: Commercial Bank; Light-oriented Transformation; Risk-Taking |
