官员任期、中央金融监管与地方银行信贷风险

发布时间：2018-05-04 11:18

  本文选题：官员任期 + 金融监管　； 参考：《财贸经济》2017年04期

【摘要】：地方政府为促进经济增长而干预银行信贷,导致信贷风险的积累,而中央金融监管制度的创设旨在规制银行行为,防范银行风险,维护金融稳定。本文将代表中央金融监管的省级银监局局长,代表地方干预的地级市市委书记与城商行特征数据进行匹配,考察银监局局长对城商行信贷风险的影响,以及银监局局长、市委书记在影响城商行信贷风险上的相互作用。实证分析发现,银监局局长任期与城商行不良贷款率负相关,其作用主要体现为次级贷款率的下降,而市委书记任期则与次级贷款率正相关。通过建立银监局局长与市委书记任期的交互项,发现局长任期的延长还会约束书记任期对信贷风险的刺激作用。在经济增长下行期和货币政策宽松期,前述约束效应更强。
[Abstract]:In order to promote economic growth, the local government interferes with bank credit, which leads to the accumulation of credit risk, while the establishment of central financial supervision system aims to regulate bank behavior, guard against bank risk and maintain financial stability. In this paper, the director of the provincial bank supervision bureau representing the central financial supervision, the secretary of the municipal party committee representing the local intervention, and the characteristic data of the city commercial bank are matched to investigate the influence of the director of the bank supervision bureau on the credit risk of the city commercial bank, and the director of the bank supervision bureau. City Party Secretary in the impact of the city commercial bank credit risk on the interaction. The empirical analysis shows that the term of directors of the Bureau of Banking Supervision is negatively correlated with the non-performing loan ratio of the City Commercial Bank, and its function is mainly reflected in the decline of the sub-loan ratio, while the term of office of the Municipal Party Secretary is positively related to the sub-loan ratio. By establishing the interaction between the director of the bank supervision bureau and the term of the secretary of the municipal party committee, it is found that the extension of the term of office of the director will also constrain the stimulating effect of the tenure of the secretary on the credit risk. In the economic growth downturn and monetary policy easing period, the above-mentioned restraint effect is stronger.
【作者单位】： 上海财经大学金融学院;上海市金融信息技术研究重点实验室;北京大学国家发展研究院;上海新金融研究院;
【基金】：中国博士后科学基金面上项目“中国金融监管官员的激励、治理与实际效应研究”(2016M601554) 国家社会科学基金青年项目“央地关系视角下的新兴金融业态监管体制研究”(16CJY065);国家社会科学基金重大项目“全球经济新格局下最后贷款人制度的理论前沿和实践问题研究”(16ZDA035)
【分类号】：D630.3;F832.1;F832.4
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本文编号：1842837