资产质量、资本监管制约了银行的信贷扩张？--基于我国11家商业银行的分析  

Do Asset Quality and Capital Regulation Affect Credit Expansion of Commercial Banks?——An Analysis Based on 11 Commercial Banks of China

作　　者：邹宗森[1] 原磊[2] 郑琳[3] 

机构地区：[1]邹宗森是青岛理工大学经贸学院 [2]中国社会科学院工业经济研究所 [3]中国社会科学院研究生院工业经济系

出　　处：《中国社会科学院研究生院学报》2014年第5期33-39,共7页Journal of Graduate School of Chinese Academy of Social Sciences

基　　金：国家社会科学基金重大招标项目“深入推进国有经济战略性重组研究”(批准号12&ZD085);国家社会科学基金青年项目“商务模式与企业创新研究”(批准号10CGL033);中国社会科学院创新工程项目“工业经济运行监测与风险评估研究”(批准号SKGJCX2013-01)

摘　　要：通过对11家商业银行的数据进行统计分析,发现虽然样本银行信贷规模较高,但不良贷款率水平普遍较低,资本充足率水平符合监管要求,信贷风险尚处于可控范围。经验分析表明银行资产质量与资本充足率监管并未对商业银行的信贷决策产生实质性的影响,商业银行信贷规模更多地受到银行客户存款规模、银行总资产规模和通胀率水平的影响。鉴于当前我国经济和金融环境正在发生一系列变革,商业银行传统的以存贷利差为主的盈利模式将受到挑战,银行应在稳健经营、全面加强风险管理的同时,注重业务发展转型。As a form of indirect financing methods, credit of commercial banks is an impor- tant component of social financing in China. Based on statistical data analysis of 11 commer- cial banks, it is found that credit risk is under control, because of low level of non-perform- ing loan ratio and qualified capital adequacy ratio. Empirical analysis shows that asset quality and capital regulation do not impact the credit behavior of commercial banks; while client deposit, total asset and CPI do have significant effects. In view that a series of changes are undergoing in economic and financial fields, traditional profit model of commercial banks based on deposit and loan spreads would be under challenge. Commercial banks should keep sound operation, enhance full risk management and pay attention to business transformation at the same time.

关 键 词：资产质量 资本监管 信贷扩张 

分 类 号：F832.2[经济管理—金融学]