银行碳风险对贷款风险的影响研究  

The impact of bank carbon risk on loan risk

作　　者：邓翔[1,2,3] 甘淑婷 陈黎明 DENG Xiang;GAN Shuting;CHEN Liming(School of Finance,Zhongnan University of Economics and Law,Wuhan 430073,China;The Innovation and Talent Base for Digital Technology and Finance,Zhongnan University of Economics and Law,Wuhan 430073,China;Collaborative Innovation Center of Industrial Upgrading and Regional Finace(Hubei),Wuhan 430073,China;School of Economics,Xiamen University,Xiamen 361005,China;School of Finance and Statistics,Hunan University,Changsha 410079,China)

机构地区：[1]中南财经政法大学金融学院,武汉430073 [2]中南财经政法大学数字技术与现代金融学科创新引智基地,武汉430073 [3]产业升级与区域金融湖北省协同创新中心,武汉430073 [4]厦门大学经济学院,厦门361005 [5]湖南大学金融与统计学院,长沙410079

出　　处：《系统工程理论与实践》2025年第2期408-428,共21页Systems Engineering-Theory & Practice

基　　金：国家社会科学基金(22BTJ065);高等学校学科创新引智基地(B21038);中南财经政法大学中央高校基本科研业务费专项资金(2722024EJ011)。

摘　　要：绿色低碳发展战略为商业银行的风险管理特别是碳风险管理带来更多机会与挑战.本文运用2012–2021年240家商业银行数据,构建了一种银行碳风险测度指标体系,实证分析银行碳风险对其贷款风险的影响,从高碳行业贷款规模和贷款集中度视角考察其作用机制,并提出对策建议.研究结果显示:银行碳风险增加会显著提高银行贷款风险;制造业和建筑业等行业贷款规模扩大或贷款集中度增大,会加剧银行碳风险聚集,进而加大银行贷款风险;地方性商业银行的绿色信贷实践能有效缓解其碳风险;碳排放政策将对银行碳风险产生影响,当低碳试点城市政策和碳交易试点政策叠加时,能有效减缓地方性商业银行碳风险对其贷款风险的影响.本文为新形势下银行碳风险管理提供了政策参考.The strategy of green and low-carbon development brings more opportunities and challenges to the risk management of commercial banks,especially the carbon risk management.Based on the data of 240 Chinese commercial banks from 2012 to 2021,this paper constructed a measurement system for bank carbon risk,and empirically tested the effects of bank carbon risk on its loan risk,examined its mechanism from the perspective of loan scale and loan concentration in high-carbon industries,and put forward countermeasures accordingly.The empirical test results showed the following findings.First,bank carbon risk significantly increases bank loan risk.Second,the expansion of bank loan scale or loan concentration in manufacturing and construction industries will aggravate the accumulation of bank carbon risk,and then increase the bank loan risk.Third,in local commercial banks,substantial green credit practice can effectively mitigate the carbon risk of bank credit.Meanwhile,carbon emission policy has an impact on the bank carbon risk.When the low-carbon pilot city policy and the carbon trading pilot policy are superimposed,the impact of carbon risk of local commercial banks on the loan risk can be effectively mitigated.This paper provides policy reference for carbon risk management of banks under the new situation.

关 键 词：银行碳风险 贷款风险 贷款规模 贷款集中度 碳排放政策 

分 类 号：F832[经济管理—金融学]