我国商业银行道德风险的实证分析：信贷风险掩饰和推迟视角  

An Empirical Analysis on Moral Hazard in China's Commercial Banks:Perspective of Manipulation and Deferral of Credit Risk

作　　者：卫功琦[1] 

机构地区：[1]南京农业大学

出　　处：《国际金融研究》2009年第7期80-86,共7页Studies of International Finance

摘　　要：近年来,我国商业银行经理人追求自我利益最大化的道德风险问题突出。本文对我国商业银行道德风险现状进行简要考察,梳理了银行经理人道德风险的主要表现;构建一个简单的两期模型,分析了银行经理人信贷风险掩饰和推迟行为的动机和收益;以商业银行贷款质量迁徙和行长变动的相关数据,对商业银行道德风险进行实证分析,验证了银行行长对本行的信贷风险有明显的掩饰与推迟行为,证实了商业银行道德风险的存在。Recently, moral hazard has been serious in China, resulting from commercial banks managers who pursues maximization of self-interests. This paper briefly reviews the current situation and summarizes the main characteristics of moral hazard in commercial banks. It establishes a simple two-stage model to analyze the motivation of, and benefits from manipulation and deferral of credit risk by bank managers. Based on data of loan migration and presidents alteration, this paper carries out an empirical analysis on the moral hazard in commercial banks. It validates the existence of obvious manipulation and deferral of credit risk by presidents and moral hazard in commercial banks.

关 键 词：商业银行 经理人 道德风险 贷款质量迁徙 

分 类 号：F831[经济管理—金融学]