民间借贷对银行信贷和银行体系稳定性的影响  

Impact of Informal Credit Market on Chinese Bank Credit and Banking System Stability

作　　者：李富有[1] 苏韶华[1] 

机构地区：[1]西安交通大学经济与金融学院,陕西西安710061

出　　处：《华东经济管理》2015年第5期90-96,共7页East China Economic Management

基　　金：国家社会科学基金重大项目(12&ZD071)

摘　　要：随着民间借贷规模的迅速扩张,其对银行体系的影响已成为我国经济中不可忽视的问题。文章采用主成分分析法与SVAR模型,以1992-2013年年度数据为样本,就民间借贷对我国银行信贷与银行体系稳定性的影响进行实证分析。结果发现:民间借贷对我国银行信贷规模具有一定的"挤出效应";民间借贷短期内会使我国银行体系稳定性有所降低,但从长期来看无显著影响;近些年我国相对稳定的银行系统和快速增长的银行信贷规模是促使我国民间借贷规模迅速扩张的一个重要原因。在此基础上,文章提出几点针对性的政策建议,以期引导民间借贷健康发展。With the rapid expansion of informal credit scale,its impact on the banking system has become a problem that can not be ignored in China’s economy. This paper,based on the annual data from 1992 to 2013,employs the principal component analysis and the SVAR model and makes an empirical analysis on the impact of informal credit market on Chinese bank credit and banking system stability. The results reveal that：Informal credit market has a certain“crowding out effect”on China’s bank credit scale. Informal credit market has a certain negative impact on China’s banking system stability in the short term,but not significant in the long term. The relatively stable banking system and the rapid growth of bank credit scale in China is one of the important reasons for the rapid expansion of informal credit market in recent years. On this basis,this paper puts forward some policy recommendations to guide the healthy development of informal credit market.

关 键 词：民间借贷 银行体系稳定性 主成分分析 SVAR模型 

分 类 号：F830[经济管理—金融学]