我国商业银行信贷的顺周期性研究

发布时间：2018-06-17 23:07

本文选题：商业银行 + 信贷规模　；参考：《山西财经大学》2014年硕士论文

【摘要】：商业银行信贷行为具有顺周期性，这种顺周期性主要表现在：经济繁荣时，商业银行降低信贷标准，增加放贷总额，注入大量的流动性，造成经济进一步过热；经济衰退时，商业银行慎重放贷，减少放贷总额，加剧经济的萧条。商业银行信贷顺周期性，加剧了实体经济的周期性波动。通常情况下，货币政策调控是逆周期的，商业银行信贷行为的顺周期经常与政策调控的目标相反，其结果会削弱货币政策的有效性。本文首先梳理了商业银行信贷顺周期性的相关理论，，然后结合商业银行市场化改革，将1998-2011年划分为三个阶段，发现在不同阶段，商业银行的信贷行为总体上是顺应经济活动变化的，也就是商业银行信贷具有顺周期性。接着通过实证研究，考察了1998-2011年的年度数据，证明了顺周期性的存在。最后，针对如何减弱商业银行信贷的过度顺周期性，从中央银行和商业银行自身以及加强央行和金融监管部门的沟通方面，提出相关政策和建议。旨在推进我国银行业改革的进程中，能有效消除过度顺周期性所带来的危害。
[Abstract]:The credit behavior of commercial banks has procyclicality, which is mainly manifested in: when the economy is booming, commercial banks lower credit standards, increase the total amount of loans, inject a large amount of liquidity, and cause the economy to overheat further; when the economy is in recession, Commercial banks lend prudently, reduce the total amount of lending, and exacerbate the economic depression. Commercial bank credit is pro-cyclical, exacerbated by the cyclical fluctuations of the real economy. In general, monetary policy regulation is countercyclical, and the pro-cyclical credit behavior of commercial banks is often opposite to the goal of policy regulation, which results in weakening the effectiveness of monetary policy. This article first combs the commercial bank credit procyclicality correlation theory, then unifies the commercial bank marketization reform, divides 1998-2011 into three stages, discovers in the different stage, Generally speaking, the credit behavior of commercial banks conforms to the changes of economic activities, that is, the credit of commercial banks is procyclical. Then, through the empirical study, we examine the annual data from 1998 to 2011 and prove the existence of procyclicality. Finally, in view of how to reduce the excessive procyclicality of commercial bank credit, this paper puts forward some relevant policies and suggestions from the communication between the central bank and commercial bank itself and between the central bank and financial supervision department. In order to promote the process of banking reform in China, it can effectively eliminate the harm caused by excessive procyclicality.
【学位授予单位】：山西财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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