绿色信贷规模与商业银行经营效率的关系研究——基于全局主成分法的实证分析

发布时间：2018-04-15 15:42

本文选题：绿色信贷 + 全局主成分　；参考：《金融与经济》2017年11期

【摘要】：在分析绿色信贷对商业银行的机遇和挑战基础上,本文通过建立时序立体数据表(2006~2015年),采用全局主成分法对绿色信贷规模迥异的两类银行的经营效率进行了实证分析。结果发现:A类银行(上海浦发银行、兴业银行、招商银行)每年主成分综合得分均高于B类银行(中信银行、光大银行、民生银行);在2007年A类银行率先实施绿色信贷以后,主成分综合得分得到大幅度提高,但是2008年和2012年以后综合得分出现不同程度的下降。虽然短期内实施绿色信贷对商业银行的经营效率造成一定的负面影响,但从中长期来看,2012年以后A类银行的经营效率与B类银行的经营效率相比呈现明显的利好趋势。
[Abstract]:Based on the analysis of the opportunities and challenges of green credit to commercial banks, this paper makes an empirical analysis of the operating efficiency of the two banks with different scale of green credit by establishing the time series data table from 2006 to 2015 and adopting the global principal component method.The results showed that the grade A banks (Shanghai Pudong Development Bank, Industrial Bank, China Merchants Bank) scored higher overall scores of principal components each year than those of Class B banks (CITIC Bank, Everbright Bank, Minsheng Bank, etc.). After Class A Bank took the lead in implementing green credit in 2007,The scores of principal component synthesis increased significantly, but the scores decreased in different degrees after 2008 and 2012.Although the implementation of green credit in the short term has a certain negative impact on the operating efficiency of commercial banks, in the medium and long term, compared with the operating efficiency of the B type banks, the operating efficiency of the A type banks shows an obvious positive trend.
【作者单位】：青岛理工大学经贸学院;
【基金】：山东省社会科学规划研究项目“山东商业银行绿色信贷的路径选择”(14CJJJ01) 青岛市哲学社会科学规划项目“青岛市商业银行绿色信贷支持财富管理中心建设研究”(QDSKL150505) 山东省软科学研究计划项目“山东省商业银行发展绿色信贷的内在动力及激励机制研究”(2015RKB01242)
【分类号】：F830.42;F832.33;F832.4

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