银行信贷应该集中管理还是分散投放——基于中国上市商业银行的分析

发布时间：2018-10-17 14:27

【摘要】：商业银行的信贷应该集中管理还是分散投放是一个需要回答的战略问题。笔者基于2007—2011年中国16个上市商业银行的信贷投放的数据,通过建立面板模型从风险和收益两个角度研究商业银行信贷投放的行业分散程度对银行的影响。研究发现,在当前我国商业银行信贷分散的情形下,随着集中度增加银行的信贷资产风险将加大,同时银行的收益也会增加,即如果银行选择更高收益的策略就意味着要承担更高的风险,这与高风险高收益的认识相一致。信贷资产的不同风险状况跟信贷风险的边际收益贡献没有明显的关系,这与国外实证结论不一致,但是银行的经营能力决定了银行应该选择的分散程度,更强经营管理效率的银行可以选择更加分散的信贷投放。笔者建议我国商业银行可以在控制风险的情形下适度增加集中度。
[Abstract]:Whether the credit of commercial banks should be centralized or decentralized is a strategic question to be answered. Based on the data of 16 listed commercial banks in China from 2007 to 2011, the author establishes a panel model to study the impact of the degree of industry dispersion on the banks from the perspective of risk and return. The study found that in the current situation of credit dispersion of commercial banks in China, with the increase of concentration, the risk of credit assets of banks will increase, and the profits of banks will also increase. That is, if the bank chooses a higher return strategy, it means taking higher risk, which is consistent with the understanding of high risk and high return. The different risk conditions of credit assets have no obvious relationship with the contribution of marginal income of credit risk, which is inconsistent with the empirical conclusions of foreign countries, but the ability of operation of banks determines the degree of dispersion that banks should choose. More efficient banks can choose more decentralized credit lending. The author suggests that commercial banks in our country can increase the degree of concentration appropriately under the condition of controlling risks.
【作者单位】：中国科学院虚拟经济与数据科学研究中心;中国科学院大学管理学院;中国农业银行信用管理部;浙江大学宁波理工学院;
【基金】：国家自然科学基金项目“基于数据挖掘—Copula理论的银行信贷中观组合管理研究”(71201143)
【分类号】：F832.4

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