金融要素市场化背景下商业银行集中度与不良贷款率的实证研究——基于全国部分上市银行2011—2019年会计报告分析  

Empirical Study on Concentration and Non-performing Loan Radio of Commercial Banks Under the Background of Market-oriented Financial Elements——Based on Accounting Reports of Some National Listed Banks from 2011-2019

作　　者：陆岷峰 周军煜 LU Min-feng;ZHOU Jun-yu(Nanjing TECH University Technology Internet Financial Innovation and Development Research Center,Nanjing Jiangsu 210000;Jiangsu Zijin Industrial Finance Development Research Institute,Nanjing Jiangsu 210046)

机构地区：[1]南京工业大学互联网金融创新发展研究中心,江苏南京210000 [2]江苏紫金产业金融发展研究院,江苏南京210046

出　　处：《天津商务职业学院学报》2021年第1期3-13,共11页Journal of Tianjin College of Commerce

基　　金：国家社会科学基金项目“金融科技创新驱动下数字货币信用创造及风险监管研究”(项目编号:17CGL011)阶段性研究成果。

摘　　要：目前,我国国有大型商业银行、全国性股份制商业银行、城市商业银行、农村商业银行等金融机构构成了一个系统的金融机构生态圈,然而机构间业务发展差距越来越大,优质资源向大银行集中而不良贷款却向小机构集聚,这不利于金融生态的健康发展。本文选取13家上市银行,运用HHI(赫芬达尔指数)从存款、贷款两个方面准确测量了2011年第一季度到2019年第三季度样本银行的集中度,并通过构建模型实证分析了银行集中度与不同类型商业银行不良贷款率之间的关系,结果表明国有大型银行及股份制商业银行的不良贷款率与银行市场集中度呈反向关系,农商行则相反。因此,建议商业银行监管部门充分协调对中小商业银行的监管规则一致性和政策合理性,深化金融供给侧结构性改革,推动金融要素市场化流动,实施金融治理分类施策,为不同类型商业银行发展创造良好的生存环境。At present,large state-owned commercial banks,national joint-stock commercial banks,urban commercial banks and rural commercial banks have constituted a systematic ecological circle of financial institutions.However,the gap in inter-agency business development is increasing.High-quality resources are concentrated in large banks while non-performing loans are concentrated in small institutions,which is not conducive to the healthy development of financial ecology.By using HHI(Herfindahl-Hirschman Index),this paper,choosing 13 listed banks,accurately measures the concentration of sample banks from the first quarter of 2011 to the third quarter of 2019,and analyzes the relationship between bank concentration and non-performing loan radio of different types of commercial banks by constructing a model.The results show that the non-performing loan radio of large state-owned banks and joint-stock commercial banks is inversely related to the concentration of bank market,while that of agricultural and commercial banks is opposite.Therefore,it is suggested that the regulatory departments of commercial banks should fully coordinate the consistency and policy rationality of the regulatory rules in small and medium-sized commercial banks,deepen the structural reform on the financial supply side,promote the market-oriented flow of financial elements,and implement the classification of financial governance in order to create a good living environment for the development of different types of commercial banks.

关 键 词：银行集中度 不良贷款率 金融风险 金融治理 金融要素市场化 

分 类 号：F832.33[经济管理—金融学]