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经济政策不确定性对银行风险承担的影响——基于调节效应分析
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Abstract:
本文研究了2012~2021年我国41家在A股上市的商业银行的年度平衡面板数据，从主动风险承担以及被动风险承担两个角度出发进行了相关研究。在实证中，本文使用固定效应模型进行相关的回归分析，研究结果如下文所示：经济政策不确定性对商业银行的主动风险承担、被动风险承担以及综合破产风险起到一定的负向作用；拨备覆盖率增加会抑制经济政策不确定性对商业银行主动风险承担、商业银行被动风险承担以及破产风险的负向作用。
This article takes the annual equilibrium panel data of 41 commercial banks listed on China’s A-share market from 2012 to 2021 as the research object, and conducts relevant research from two perspectives: active risk-taking and passive risk-taking. In empirical analysis, this article uses a fixed effects model for correlation regression analysis, and the research results show that: Economic policy uncertainty has a certain negative impact on the active risk-taking, passive risk-taking, and comprehensive bankruptcy risk of commercial banks; the increase in provision coverage will suppress the reverse impact of economic policy uncertainty on active risk taking, passive risk taking, and bankruptcy risk of commercial banks.
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