绿色信贷与商业银行可持续发展关系研究

发布时间：2018-03-31 23:36

本文选题：绿色信贷　切入点：商业银行　出处：《湖南大学》2014年硕士论文

【摘要】：随着我国GDP的高速增长，带来了严重的环境问题。作为整个国民经济的纽带，商业银行要实现可持续发展，必与社会环境问题息息相关。以“绿色信贷”为主题的银行业创新成为一种新的趋势，绿色信贷与商业银行可持续发展之间的相关关系，成为了相关政策能否落到实处的关键。本文通过对商业银行可持续发展路径的分析，综合国内外学者已有的研究成果，，通过理论博弈分析和数据实证分析，分别探究绿色信贷与商业银行可持续发展之间的关系。首先，建立商业银行和企业、银行和银行之间实施绿色信贷的两个博弈模型，得出了只有商业银行都实施绿色信贷政策才能达到帕累托最优解，从而从理论上证明了实施绿色信贷与实现商业银行可持续发展之间存在正相关的关系。然后，在前人研究的基础之上，提出商业银行的可持续发展主要由时代特征影响下的可持续发展和商业银行效率影响下的可持续两个维度构成。其中时代特征影响下的可持续主要是指商业银行的绿色信贷比和媒体对商业银行实施绿色信贷的报道，这两个子指标充分体现了商业银行实施绿色信贷的水平。再利用表示银行效率的成本收入比、资产负债率、不良贷款率、非利息收入增长率、单位收入投资损益率、总资产收益率（ROA）六个控制变量指标，依据一定的指标构建原则，构建了绿色信贷与商业银行可持续发展关系模型。运用16家上市商业银行，2010~2014年的数据共512个观测值对绿色信贷与商业银行可持续发展相关关系，进行了综合分析，从而得出了：（1）绿色信贷与商业银行可持续发展之间存在显著正相关关系；（2）随着时间的推移，其相关关系呈现出不断加强的趋势；（3）提高绿色信贷比更有助于商业银行实现可持续发展。
[Abstract]:With the rapid growth of GDP in China, it brings serious environmental problems.As the link of the whole national economy, commercial banks must be closely related to social environmental problems if they want to achieve sustainable development.The innovation of the banking industry with the theme of "green credit" has become a new trend. The relationship between green credit and the sustainable development of commercial banks has become the key to the implementation of relevant policies.By analyzing the sustainable development path of commercial banks and synthesizing the existing research results of domestic and foreign scholars, this paper explores the relationship between green credit and sustainable development of commercial banks through theoretical game analysis and data empirical analysis.First of all, two game models of green credit between commercial banks and enterprises, banks and banks are established, and the Pareto optimal solution is obtained only when commercial banks implement green credit policies.It is proved theoretically that there is a positive correlation between the implementation of green credit and the realization of the sustainable development of commercial banks.Then, on the basis of previous studies, it is proposed that the sustainable development of commercial banks is mainly composed of two dimensions: sustainable development under the influence of the characteristics of the times and sustainability under the influence of the efficiency of commercial banks.The sustainability under the influence of the characteristics of the times mainly refers to the green credit ratio of commercial banks and the reports of the media on the implementation of green credit in commercial banks. These two sub-indicators fully reflect the level of green credit implemented by commercial banks.Then using the six control variable indicators, which indicate the efficiency of the bank, such as cost-income ratio, asset-liability ratio, non-performing loan ratio, non-interest income growth rate, unit income investment profit and loss ratio, total asset return rate and so on, the principle of construction is established according to certain indexes.The relationship model between green credit and sustainable development of commercial banks is constructed.Based on the data of 16 listed commercial banks from 2010 to 2014, 512 observations are used to analyze the relationship between green credit and sustainable development of commercial banks.Thus, it is concluded that there is a significant positive correlation between green credit and the sustainable development of commercial banks. (2) with the passage of time, there is a significant positive correlation between green credit and the sustainable development of commercial banks.The related relationship shows a trend of strengthening continuously) improving the green credit ratio is more helpful to the commercial banks to realize the sustainable development.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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