小微贷款新政会影响银行体系的稳健吗?——基于银行间复杂网络的研究  

Would Recent SME Policies Harm the Steadiness of China's Commercial Bank System?——A Study Based on Complex Network

作　　者：刘珂言[1] 牛晓健[1] LIU Keyan NIU Xiaojian(School of Economics, Fudan University, Shanghai 200433, Chin)

机构地区：[1]复旦大学经济学院,上海200433

出　　处：《广西财经学院学报》2017年第3期14-28,共15页Journal of Guangxi University of Finance and Economics

基　　金：国家自然科学基金面上项目(71573051;71273064);上海市哲学社会科学规划课题(2011BJB005);上海市"曙光计划"项目(11SG09);上海高等学校创新能力提升计划竞争性引导项目"上海国际型大都市建设的综合改革方案设计";复旦大学中央高校基本科研业务费支持

摘　　要：采用复杂网络研究方法,运用收集和模拟所得到的974家商业银行的同业拆借数据构建银行间同业拆借网络,基于小微贷款规模设计风险传染模型,研究了小微贷款规模和分布对我国商业银行系统的稳健性影响。发现小型农商行存在引发系统性危机的潜在风险,小微贷款更优质、份额在商业银行系统间分布更均匀以及同业拆借网络密度更高时均能显著提高商业银行系统的稳健性。据此,提出政策性建议:增加对小微企业运营的帮扶和指导,加强对小型农商行的风险把控和监管,倡导大中型商业银行进一步降低小微企业贷款放贷门槛,以及金融市场对同业拆借网络的进一步完善。With complex network research method,the author used balance sheet data of 974 commercial banks in China and constructed an inter-bank lending and borrowing network. On the basis of SME loan-scale-design-and-risk-contagion model,the paper tries to find out the influence of the scale and distri- bution of SME loan on the steadiness of Chinese commercial bank system. And the result shows that small rural commercial banks could have the potential risk of causing systemic damage to the bank system. The better quality SME loans is,the more even the SME loans distribute around the banks would be. The more intensive the inter-bank network is,the steadier the commercial bank system would be. Therefore,it is rec- ommended that the government strengthen the guidance and assistance to SME,improve the supervision and risk administration of small rural commercial banks,propose big and medium commercial banks to put lower restrictions on SME loans. And the financial market should develop its inter-bank market.

关 键 词：小微贷款 贷款新政 银行间复杂网络 风险传染 

分 类 号：F822.5[经济管理—财政学]