贷款集中度对我国商业银行不良贷款影响的实证研究

发布时间：2018-08-05 15:01

【摘要】：近几年以来,在经济全球经化的浪潮越来越高的大背景下,我国的经济发展在努力地向世界先进水平靠近。为了鼓励经济发展,银行业一度放宽了贷款限额,鼓励经济发展的同时银行自身也能得到发展。但是,在经济发展卓有成效的时候经济发展中存在的一些问题也越来越明显,并且给我们的经济带来了不可小觑的风险。银行业在给企业发放贷款的同时也积极地关注着自身的风险,但由于没有系统的考虑整个经济金融环境,导致银行在发放贷款的时候没有从面入手而是从点入手,最终使得商业银行的贷款投向越来越集中在少数的行业、客户以及地区上,如此的发展趋势已经使我国商业银行的贷款集中程度远离了监管的范围,处在危险的边缘。本文对我国商业银行的贷款集中度进行了量化,用赫芬达尔指数法测算了商业银行的贷款投向的行业集中度和地区集中度,用敞口比率法测算了商业银行的客户集中度,用这几个测算指标分别来来衡量商业银行的客行业集中情况、地区集中情况和客户集中情况。用这三个指标比较全面的评价了我国商业银行的贷款集中情况。在对以往文献的整理学习的基础上探讨了我国商业银行的贷款集中度对其不良贷款率的影响。本文选取了我国十六家上市商业银行2009-2011年的数据运用计量经济学的方法对我国商业银行的贷款集中度和其不良贷款率的关系做了一个实证分析,从而得出了贷款集中度对商业银行经营风险的影响。最后,文章根据前面的分析本提出了几点对策建议,希望我国商业银行能够在追求收益的同时跟多的关注风险,扭转近年来我国商业银行贷款投向越来越集中的趋势。
[Abstract]:In recent years, the economic development of our country is approaching to the advanced level of the world. To encourage economic growth, banks once relaxed lending limits, encouraging economic growth while banks themselves can also be developed. However, when the economic development is fruitful, some problems in the economic development are becoming more and more obvious, and bring to our economy a risk that can not be underestimated. While issuing loans to enterprises, the banking industry is also actively paying attention to its own risks. However, due to the lack of systematic consideration of the entire economic and financial environment, banks do not start from the face but from the point of view when issuing loans. Finally, the loan of commercial banks is more and more concentrated in a small number of industries, customers and regions. Such a trend of development has made the degree of credit concentration far from the scope of supervision of commercial banks in China, and is on the edge of danger. This paper quantifies the loan concentration of commercial banks in our country, calculates the industry concentration and regional concentration of commercial banks' loan investment by using the Herfindale index method, and calculates the customer concentration degree of commercial banks by the method of exposure ratio. These indexes are used to measure the customer industry concentration, regional concentration and customer concentration of commercial banks. The three indexes are used to evaluate the credit concentration of commercial banks in China. On the basis of studying the previous literatures, this paper discusses the influence of the loan concentration on the non-performing loan rate of commercial banks in China. This paper selects the data of 16 listed commercial banks in China from 2009-2011 to make an empirical analysis on the relationship between the loan concentration and the non-performing loan rate of Chinese commercial banks using econometric methods. Thus, the influence of loan concentration on the management risk of commercial banks is obtained. Finally, according to the above analysis, this paper puts forward some countermeasures and suggestions, hoping that the commercial banks of our country can pay more attention to the risk while pursuing the income, and reverse the trend of the increasing concentration of the loan investment of our country's commercial banks in recent years.
【学位授予单位】：兰州大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.2

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