农村合作金融机构的气候物理风险评估——以水旱灾害为例  

An Assessment of Climate Physical Risks on Rural Cooperative Financial Institutions——The Case of Flood and Drought

作　　者：罗军 邓城涛 易鑫富 韩孟甫 张俊杰 LUO Jun;DENG Chengtao;YI Xinfu;HAN Mengfu;ZHANG Junjie

机构地区：[1]广西农商联合银行 [2]广西农商联合银行博士后科研工作站 [3]昆山杜克大学

出　　处：《金融监管研究》2025年第2期41-55,共15页Financial Regulation Research

基　　金：国家自然科学基金面上项目“气候转型风险的经济后果:基于中国企业的微观实证研究”(项目编号:72373058)的资助。

摘　　要：极端气候事件频发对农业生产活动造成了巨大冲击,进而对农村合作金融机构的风险承担产生了显著影响。本研究基于2010-2022年广西农村合作金融机构的财务数据并结合极端降水与极端干旱数据,量化了气候物理风险对于农村合作金融机构风险承担的影响。研究结果表明,水旱灾害对广西农村合作金融机构的风险承担有显著的负面影响,尤其是极端降水对农信社的负面影响更大。通过压力测试发现,在未来四种气候情景下,农村合作金融机构面临的风险水平平均可上升4.1%-11.9%,最高可达66.0%。基于上述结果,本研究提出了三方面的建议:一是农村合作金融机构应构建气候物理风险评估与管理体系;二是监管部门应开展金融机构气候物理风险专题压力测试;三是政府部门应健全气候物理风险管理沟通协调机制。The frequency of extreme weather events signiffcantly impacts agricultural production activities,which in turn signiffcantly impacts the risk-taking of rural cooperative ffnancial institutions(RCFIs). This paper quantifies the impact of physical risks due to climate change on the risk-taking of rural cooperative financial institutions in Guangxi based on the financial data of rural cooperative financial institutions in Guangxi from 2010 to 2022 combined with the data of extreme floods and droughts. The results of the study show that extreme floods and droughts have a signiffcant negative impact on the risk-taking of rural cooperative ffnancial institutions in Guangxi, especially since extreme precipitation has a greater negative impact on rural cooperative ffnancial institutions. According to the results of the stress test, under the four climate change scenarios of the United Nations Intergovernmental Panel on Climate Change(IPCC), the level of risk-taking of rural cooperative ffnancial institutions can increase by an average of 4.1 to 11.9 percent, and up to 66.0%. Based on the above results, this paper puts forward three recommendations: ffrst, rural cooperative ffnancial institutions should build a climate physical risk assessment and management system;second, supervisory authorities should carry out thematic stress tests on climate physical risks of ffnancial institutions;and third, government departments should improve the communication and coordination mechanism for climate physical risk management.

关 键 词：气候风险 农村合作金融机构 风险承担 压力测试 

分 类 号：F327[经济管理—产业经济]