贷款损失准备金与信贷紧缩  

Loan-Loss Provisioning and Credit Decrease

作　　者：李宇嘉[1] 陆军[1] 陈千里[1] 

机构地区：[1]中山大学岭南学院,广东广州510275

出　　处：《当代经济科学》2007年第3期56-64,共9页Modern Economic Science

摘　　要：本文通过构建贷款风险迁移矩阵的理论模型，分析了前瞻性的贷款准备金计提模式具有抑制信贷紧缩的积极作用。在此基础上，分析了80年代末芬兰、挪威和瑞典三个北欧国家及90年代日本的银行危机、信贷紧缩及贷款准备金计提模式，从贷款准备金的角度指出贷款准备金计提模式的滞后性是这些国家信贷紧缩产生的一个重要原因。最后，实证分析了1996-2005年十年间我国国有商业银行和股份制商业银行的贷款准备金计提模式，得出的结论是：国有银行的贷款准备金计提模式有强化或助推信贷紧缩的影响，而股份制银行的贷款准备金计提模式具有一定的前瞻性，这可以部分解释1996-1998年我国出现的信贷紧缩。This paper analyzes the positive role of proactive provisioning in restraining credit decrease by constructing a theoretical model of loan-risk-transfer matrix.Following the modeling,this paper studies banking crisis,credit decrease and bank provisioning in Nordic countries-Finland, Norway,and Sweden in late 1980s and in Japan in the 1990s.We then point out that the pattern of lag provisioning is one of the reasons for credit decrease.Finally,the paper demonstrates the provisioning pattern of state owned and joint-stock banks,and concludes that the provisioning pattern of state owned banks intensifies credit decrease,and the provisioning pattern of joint-stock banks is forward-looking at a certain extent.This partially explains why credit decrease happened from 1996 to 1998 in China.

关 键 词：贷款损失准备金 信贷约束 贷款风险迁移矩阵 

分 类 号：F832.4[经济管理—金融学] F224