境外战略投资者改变了国有商业银行的贷款行为吗——基于动态面板数据模型的经验分析

发布时间：2019-08-24 10:00

【摘要】：本文利用中国商业银行2002～2007年省级面板数据,从贷款行为的视角研究了引进境外战略投资者对国有商业银行的影响。运用动态面板系统广义矩估计方法,本文的计量结果显示,国有商业银行与其他商业银行的贷款行为存在着明显的差别,国有商业银行贷款增长率与盈利能力呈负相关,而其他商业银行贷款增长率与盈利能力显著正相关,这说明与国有商业银行相比,其他商业银行贷款行为更符合商业导向;引进境外战略投资者并没有带来了国有商业银行整体贷款行为的显著改善,对引资国有商业银行个体贷款行为的分析结论与之类似。本文的结论对制定中国银行业下一步改革方向具有重要的启发意义。
[Abstract]:Based on the provincial panel data of Chinese commercial banks from 2002 to 2007, this paper studies the influence of introducing foreign strategic investors on state-owned commercial banks from the perspective of loan behavior. By using the generalized moment estimation method of dynamic panel system, the measurement results of this paper show that there are obvious differences in loan behavior between state-owned commercial banks and other commercial banks. The loan growth rate of state-owned commercial banks is negatively correlated with profitability, while the loan growth rate of other commercial banks is significantly positively correlated with profitability, which indicates that the loan behavior of other commercial banks is more in line with commercial orientation than that of state-owned commercial banks. The introduction of foreign strategic investors has not brought about a significant improvement in the overall loan behavior of state-owned commercial banks, and the analysis conclusion of individual loan behavior of state-owned commercial banks is similar to that of state-owned commercial banks. The conclusion of this paper is of great significance to the formulation of the next reform direction of Chinese banking industry.
【作者单位】：清华大学博士后科研流动站;中国农业银行博士后科研工作站;曼切斯特大学商学院;
【基金】：国家社科基金项目((批准号:09BJL023)) 教育部人文社会科学规划项目(批准号09YJA630010)
【分类号】：F832.4;F224

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