信贷配给规则、银行不良贷款与政府担保性债务

发布时间：2018-03-17 14:06

本文选题：信贷配给　切入点：配给规则　出处：《技术经济与管理研究》2017年11期 　论文类型：期刊论文

【摘要】：文章以我国信贷配给规则的特殊对象型表现特征为切入点,将国有企业贷款占全部贷款的比重作为信贷配给规则的代理变量,利用VAR模型检验了当前配给规则对银行不良贷款和政府担保性债务的影响效应。实证研究发现:国企贷款占比是影响银行不良率和政府担保性债务的格兰杰因;银行不良率和政府担保性债务对国企贷款占比一个单位的标准冲击均会做出强而显著的正向响应;从长期来看,国企贷款占比对银行不良率和政府担保性债务的方差变动的贡献率分别为35%和55%。研究结果表明,当前信贷配给规则对银行信贷资产质量和政府债务造成较大的压力,有必要对配给规则进行调整和优化,以促进金融经济平稳运行。
[Abstract]:In this paper, the author takes the proportion of state-owned enterprises' loans as the agent variable of the credit rationing rules, which is based on the special object-type characteristics of the credit rationing rules in China. VAR model is used to test the effects of current rationing rules on non-performing loans and government-guaranteed debts. The empirical study shows that the proportion of state-owned enterprises loans is the Granger factor which affects the rate of bank failure and government-guaranteed debt. Both the rate of bank failure and the standard impact of government-guaranteed debt on a unit of state-owned enterprise lending will be strongly and significantly positive; in the long run, The contribution rate of state-owned enterprise loan to bank failure rate and variance change of government-guaranteed debt is 35% and 55 respectively. The results show that the current credit rationing rules exert great pressure on bank credit asset quality and government debt. It is necessary to adjust and optimize the rationing rules in order to promote the smooth operation of financial economy.
【作者单位】：重庆工商大学融智学院;西南财经大学经济与管理研究院;
【基金】：国家自然科学基金青年项目(71403219) 教育部人文社科重点研究基地长江上游经济研究中心招标项目(CJSYI-201702)
【分类号】：F812.5;F832.4

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