货币政策对建设银行信贷风险的影响分析
首发时间:2015-06-12
摘要:本文基于中国建设银行2007-2015年季度数据,运用GMM广义矩估计方法,分别对价格型货币政策工具和数量型货币政策工具对建设银行信贷风险的影响进行了实证分析。结果表明:宽松的货币政策不利于建设银行信贷风险的防范,且建设银行信贷风险对数量型工具的反应更敏感。货币当局在应对保增长而采取宽松的货币政策时,应当高度关注银行业的信贷风险,实施宏观审慎管理,权衡好经济增长与风险防范间的关系。
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Monetary policy impact on Construction Bank credit risk analysis
Abstract:In this paper, comparatively analyzing the price type of monetary policy tools and quantitative monetary policy tools to the effects of construction bank credit risk,based on China Construction Bank quarterly data from 2007 to 2015, using generalized moment estimation method.Results show that: loose monetary policy is not conducive to the credit risk prevention of Construction Bank,and this credit risk is more sensitive to quantitative monetary policy tools. When taking loose monetary policy in order to ensure the growth,monetary authorities should pay close attention to the banking credit risk,carry out the prudent management,balance the relationship between economic growth and risk prevention.
Keywords: Monetary policy Credit risk Price type tool Quantitative tools
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No.4646265101052614****
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