Monetary Policy and Bank Risk-taking:Based on Commercial Banks of China

Abstract

This paper analyzes the impact of China's monetary policy on the risk-taking of commercial banks based on the panel data of 36 Chinese commercial banks from 2008 to 2019. First of all, the most suitable risk-taking agent variables are selected, and the panel data analysis model is used for empirical analysis. And add economic policy uncertainty variables to study the impact of external economic environment on the transmission of monetary policy to bank risk-taking. Finally, the distributed lag model is used to analyze the long-term relationship between monetary policy and bank risk-taking, and predict the bank risk-taking in the future.