金融安全视角下区域性中小银行不良贷款成因机理研究——“内控”还是“外防”  

Research on the Formation Mechanism of Non-Performing Loans of Regional Small and Medium-Sized Banks from the Perspective of Financial Security——Internal Control vs External Defense

作　　者：萧月 肖斌卿[1] 王杰 XIAO Yue;XIAO Bin-qing;WANG Jie

机构地区：[1]南京大学工程管理学院,南京210093 [2]天风证券研究所

出　　处：《金融论坛》2022年第4期70-80,共11页Finance Forum

基　　金：国家自然科学基金重大中心项目重大课题“基于大数据的地方金融系统的复杂网络特征及其区域性系统性风险的演化规律研究”(U1811462);国家自然科学基金面上项目“金融消费者有限理性、金融机构不当行为与次优金融消费决策”(72071102);国家自然科学基金面上项目“基于内部损失事件的商业银行操作风险动因机理、量化建模及动态控制研究”(71671083)。

摘　　要：本文围绕区域性中小银行信贷风险管理中“违约活动—操作风险—信用风险”的风险链条,结合真实损失数据,采用扎根理论与网络分析法探究其不良贷款成因机理。研究发现,区域性中小银行不良贷款成因体系呈现复杂网络结构,风险驱动因素之间普遍存在相关性;内控性的“流程制度”与“贷款授信流程”分列权重最高的一、二级风险驱动因素;基于流程再造与员工行为管理的信贷风险管控将有效推动区域性中小银行不良资产难题的化解。Focusing on the risk chain of“default activity-operational risk-credit risk”in the credit risk management of regional small and medium-sized banks, combined with the real loss data, this paper uses grounded theory and network analysis method to explore the formation mechanism of non-performing loans. The results demonstrate that the cause of non-performing loans of regional small and medium-sized banks presents a complex network structure, and there is a general correlation between risk drivers;“process system”and“loan credit process”included in internal control factors are the primary and secondary risk drivers with the highest weight;credit risk management based on process reengineering and employee behavior management will effectively facilitate solving the problem of non-performing assets of regional small and medium-sized banks.

关 键 词：区域性中小银行 不良贷款 信贷风险 扎根理论 网络分析法 

分 类 号：G21[文化科学—新闻学] G28