金融去杠杆对商业银行信贷行为影响分析--以480家商业银行为例
首发时间:2019-05-27
摘要:中国经济在过去几十年里得到了飞速的发展,同时经济危机的爆发也暴露了金融体系的脆弱性,急需控制金融系统性风险。本文利用2007-2018年480家商业银行的面板数据,在《巴塞尔协议Ⅲ》和《商业银行资本管理办法(试行)》框架下,通过静态面板模型,使用F检验、LM检验、Hausman检验确定模型,确定固定效应模型和随机效应模型进行回归分析,来考察杠杆率对商业银行贷款规模、贷款期限结构、贷款对象结构、贷款信用结构的影响。得到的结果是:杠杆率对整体商业银行的贷款规模、贷款期限结构、贷款信用结构是负相关,与贷款对象结构成正相关;而对于不同类型的商业银行而言,对其影响具有特殊的相关性;外资中设银行由于自身结构的差异,其杠杆率整体偏高。这表明我国商业银行仍然需要提高商业银行杠杆率,继续完善监管体系,来实现金融体系的去杠杆,降低金融系统性风险,助力中国经济平稳运行。
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Analysis of the Impact of Financial De-Leverage on Commercial Bank Credit Behavior--Taking 480 Commercial Banks as an Example
Abstract:The Chinese economy has experienced rapid development in the past few decades, and the outbreak of the economic crisis has also exposed the fragility of the financial system and the urgent need to control financial systemic risks. This paper uses the panel data of 480 commercial banks in 2007-2018, under the framework of Basel III and Capital Management Measures for Commercial Banks (Trial), through the static panel model, using F test, LM test, Hausman test to determine The model, which determines the fixed effect model and the random effects model, is used for regression analysis to examine the impact of leverage on commercial bank loan size, loan maturity structure, loan object structure, and loan credit structure. The result is that the leverage ratio is negatively related to the loan size of the overall commercial bank, the loan term structure, and the loan credit structure, and is positively related to the loan object structure; for different types of commercial banks, the impact on them is of special relevance. Sexuality; the foreign-funded banks have higher leverage ratios due to differences in their own structures. This shows that China\'s commercial banks still need to improve the leverage ratio of commercial banks, continue to improve the regulatory system, to achieve the de-leveraging of the financial system, reduce financial systemic risks, and help China\'s economy run smoothly.
Keywords: Commercial bank leverage ratio credit scale credit structure
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金融去杠杆对商业银行信贷行为影响分析--以480家商业银行为例
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