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国家风险因素和银行业稳定:国家收入和风险水平是否重要? 来自全球研究的证据
Seyed Alireza Athari1, Farid Irani2, Abobaker AlAl Hadood3
1Department of Business Administration, Faculty of Economics and Administrative Sciences, Cyprus International University, Northern Cyprus, Turkey.
Heliyon
|October 2, 2023
概括
减少国家风险,包括政治,经济和金融风险,增强银行业的稳定性. 这种影响在低收入和低风险国家更为显著,为决策者提供了关键的见解.
科学领域:
- 经济学 经济学 经济学
- 金融稳定性 金融稳定性
- 风险管理 风险管理
背景情况:
- 现有研究强调了国家脆弱性对银行业稳定性的影响.
- 国家特定风险对银行业稳定性的具体影响尚未得到充分研究.
研究的目的:
- 调查国家风险 (政治,经济,金融) 对全球银行业稳定的影响.
- 根据收入和风险水平,分析这种关系在不同国家之间如何不同.
主要方法:
- 利用了一个动态面板数据模型 (SYS-GMM) 对107个国家从2004年至2017年.
- 按收入和风险水平分组国家,以检查国家风险与银行稳定关系的变化.
主要成果:
- 降低国家风险与增加银行业稳定性有积极的相关性.
- 降低国家风险的积极影响在低风险环境中更为明显,随着国家收入水平的提高.
- 银行业特定部门和国家层面的因素显著影响稳定性,其影响因国家收入和风险而异.
结论:
- 缓解国家特定风险对于加强银行业稳定至关重要.
- 决策者和监管机构在制定加强金融系统战略时应考虑国家收入和风险概况.
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