存款人预期在银行风险中的作用：双通道视角

IF 7.4 2区经济学 Q1 BUSINESS, FINANCE

Finance Research Letters Pub Date : 2025-06-15 DOI:10.1016/j.frl.2025.107770

Guangyu Hu , Yu Shen

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引用次数: 0

摘要

本文着重分析了存款人预期对银行风险的影响及其作用渠道。通过分析中国298家银行的数据和中国人民银行的调查数据，我们发现存款人的良好预期与银行风险降低相关。数量和价格渠道分析表明，有利的存款人预期增加了银行资金来源的数量，降低了银行的资金来源成本，从而降低了银行的风险。这些见解强调了将存款人的预期纳入银行风险管理策略和宏观审慎监管的重要性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The role of depositors’ expectations in bank risk: a dual-channel perspective

This paper focuses on analyzing the impact of depositors' expectations on banks' risk and its channels of action. Analyzing data from 298 Chinese banks and survey data from the People's Bank of China, we find that favorable depositors’ expectations correlate with reduced bank risk. Analysis of the quantity and price channels shows that favorable depositors’ expectations increase the volume and reduce the cost of the banks' funding sources, consequently lowering bank risk. These insights underscore the importance of incorporating depositors’ expectations into bank risk management strategies and macro-prudential regulation.

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来源期刊

Finance Research Letters BUSINESS, FINANCE-

CiteScore

11.10

自引率

14.40%

发文量

863

期刊介绍： Finance Research Letters welcomes submissions across all areas of finance, aiming for rapid publication of significant new findings. The journal particularly encourages papers that provide insight into the replicability of established results, examine the cross-national applicability of previous findings, challenge existing methodologies, or demonstrate methodological contingencies. Papers are invited in the following areas: Actuarial studies Alternative investments Asset Pricing Bankruptcy and liquidation Banks and other Depository Institutions Behavioral and experimental finance Bibliometric and Scientometric studies of finance Capital budgeting and corporate investment Capital markets and accounting Capital structure and payout policy Commodities Contagion, crises and interdependence Corporate governance Credit and fixed income markets and instruments Derivatives Emerging markets Energy Finance and Energy Markets Financial Econometrics Financial History Financial intermediation and money markets Financial markets and marketplaces Financial Mathematics and Econophysics Financial Regulation and Law Forecasting Frontier market studies International Finance Market efficiency, event studies Mergers, acquisitions and the market for corporate control Micro Finance Institutions Microstructure Non-bank Financial Institutions Personal Finance Portfolio choice and investing Real estate finance and investing Risk SME, Family and Entrepreneurial Finance