摘要
笔者基于2004年-2012年中国17家商业银行的面板数据,采用混合截面估计、随机效应和系统广义距估计等实证方法,实证考察了信息不对称对中国商业银行信贷风险的影响。研究发现,信息不对称显著地加剧了商业银行信贷风险,对于非国有商业银行来说,信息不对称和银行效率等微观因素对商业银行信贷风险影响更加明显。随着金融改革的深入、金融机构市场化竞争加剧,信息不对称对商业银行信贷风险的影响正不断加深。
Based on the data of China＇s 17 nationwide commercial banks during 2004-2012,using mixed sectional estimates,random effects and system general method of moment,this paper empirically examines the effect of information asymmetry on the credit risk of commercial banks. Results show that information asymmetry very significantly exacerbate the problem of commercial bank credit risk;for non-sate-owned commercial banks,the impact of information asymmetry and bank efficiency on commercial bank credit risk is more obvious; moreover,as the deepening of financial reform,intensified competition in the financial institutions market,the effect of information asymmetry on credit risk of commercial banks is deepening. The conclusion has important practical significance for Chinese commercial bank credit risk control.
出处
《经济经纬》
CSSCI
北大核心
2016年第1期144-149,共6页
Economic Survey
关键词
信息不对称
商业银行
信贷风险
Information Asymmetry
Commercial Banks
Credit Rish
