我国银行信贷结构对信贷风险的影响  

The Influence of Bank Credit Structure on Credit Risk in China

作　　者：吴林 韩江波[2] Wu Lin;Han Jiangbo

机构地区：[1]四川大学经济学院 [2]南阳师范学院经济与管理学院

出　　处：《开发性金融研究》2020年第5期9-19,共11页Development Finance Research

基　　金：河南省哲学社会科学规划项目(编号:2019BJJ052)“河南科技创新促进经济高质量发展的路径研究”;河南省教育厅人文社会科学研究一般项目“河南省创新驱动经济高质量发展的路径设计与政策研究”(2020-ZZJH-325)

摘　　要：本文研究了我国银行信贷结构变动对其信贷风险的影响,其中信贷结构主要通过五个代理变量进行考察:房地产行业融资、广义房地产行业融资、风险行业融资、融资的集中度、融资构成变化。本文选取2008—2017年27家银行的静态面板数据,采用固定效应模型、随机效应模型进行回归,并基于Hausman检验选择最优模型。在控制银行相关变量的同时,我们的研究表明房地产行业融资、广义房地产行业融资以及融资构成变化对银行信贷风险具有显著性影响,但在加入宏观经济变量后则会显著地降低融资结构变量对于银行信贷风险的作用程度,这表明忽视宏观经济因素可能会错误估量贷款结构的变动对于信贷风险风险的影响。此外,我们希望本文的研究结果能有助于政策制定者以及银行等实践者在决策过程中对贷款结构变动的影响做出准确的判断。This paper studies the influence of credit structure change on credit risk of commercial Banks in China.The credit structure is mainly investigated through five agent variables:financing of real estate industry;financing of real estate industry in broad sense;financing of risk industries;concentration of financing;change of financing composition.In this paper,static panel data of 27 commercial Banks from 2008 to 2017 were selected,fixed effect model and random effect model were used for regression,and the optimal model was selected based on Hausman test.While controlling bank-related variables,our study shows that real estate industry financing,generalized real estate industry financing and changes in financing composition have a significant impact on the credit risk of commercial Banks,but after adding macroeconomic variables,the role of financing structure variables on bank credit risk will be significantly reduced.This shows that ignoring macroeconomic factors may miscalculate the impact of changes in loan structure on credit risk.In addition,we hope that the results of this paper can help policymakers and practitioners such as Banks to make accurate judgments on the impact of loan structure changes in the decision-making process.

关 键 词：融资结构 信贷风险 商业银行 面板数据模型 

分 类 号：F832.4[经济管理—金融学]