城市商业银行股权结构对信贷资产配置行为的影响研究

发布时间：2018-09-08 12:27

【摘要】：城市商业银行的设立和发展是我国金融体制改革与变迁的缩影,其在支持地方经济发展、缓解中小企业融资困境等方面发挥了重要作用。城市商业银行信贷资产配置行为的变化不仅关乎其自身发展,更牵涉存款人利益保护及金融系统性风险防范。商业银行的信贷资产配置行为受多种因素影响,其中股权结构作为商业银行治理的产权基础,其对信贷行为的影响不言而喻。我国城市商业银行由于特殊的历史背景,其第一大股东往往是地方财政局或地方政府融资平台,这一特征使得地方政府对城市商业银行信贷资产配置行为的影响尤为明显。为此,论文从治理机制视角出发,就城市商业银行股权结构影响信贷资产客户配置行为、期限配置行为、行业配置行为分别展开研究,为完善城市商业银行股权结构、提高信贷资产配置质量提供借鉴。论文共分为五个部分。第一章介绍了论文的研究背景与意义、研究综述、研究思路与方法。第二章从股权结构的内涵与类型、信贷资产配置行为的界定与组成、信贷资产的配置原则等方面介绍了商业银行股权结构与信贷资产配置行为的相关理论基础,在此基础之上,以商业银行特殊的治理机制为传导中介,详细阐述了多重委托代理冲突下,商业银行股权结构影响信贷资产配置行为的机理。第三章介绍了我国城市商业银行的股权结构现状及信贷资产配置现状。第四章运用面板模型从客户配置、期限结构、行业分布等三个方面就城市商业银行股权结构对信贷资产配置行为的影响进行了实证检验,检验结果是城市商业银行股权集中度、政府持股比例与信贷资产客户投放集中度正相关,与信贷资产短期贷款比率负相关,与中长期贷款比率正相关,与建筑业、房地产业、水利以及电力等行业的贷款比例正相关,与批发零售业、制造业、交通运输以及商务服务等行业的贷款比例负相关；城市商业银行法人持股比例与信贷资产客户投放集中度负相关,与信贷资产短期贷款比率正相关,与中长期贷款比率负相关,与建筑业、房地产业、水利以及电力等行业的贷款比例负相关,与批发零售业、制造业、交通运输以及商务服务等行业的贷款比例正相关。第五章在梳理前文研究的基础上整理得出论文的主要结论并提出政策建议。
[Abstract]:The establishment and development of urban commercial banks is a microcosm of the reform and change of our financial system, which plays an important role in supporting the development of local economy and alleviating the financing difficulties of small and medium-sized enterprises. The change of credit asset allocation behavior of city commercial banks is not only related to their own development, but also involves the protection of depositors' interests and the prevention of financial systemic risks. The behavior of credit asset allocation of commercial banks is influenced by many factors, among which equity structure is the property right basis of commercial bank governance, and its influence on credit behavior is self-evident. Because of the special historical background, the biggest shareholder of the city commercial bank is the local finance bureau or the local government financing platform, which makes the influence of the local government on the credit asset allocation behavior of the city commercial bank especially obvious. Therefore, from the perspective of governance mechanism, this paper studies the influence of urban commercial bank equity structure on the behavior of customer allocation of credit assets, the behavior of term allocation, and the behavior of industry allocation, respectively, in order to perfect the equity structure of urban commercial banks. Improve the quality of credit asset allocation to provide reference. The thesis is divided into five parts. The first chapter introduces the research background and significance, research review, research ideas and methods. The second chapter introduces the theoretical basis of equity structure and credit asset allocation behavior of commercial banks from the connotation and type of equity structure, the definition and composition of credit asset allocation behavior, the principle of credit asset allocation and so on. Taking the special governance mechanism of commercial banks as the transmission intermediary, this paper expounds in detail the mechanism that the equity structure of commercial banks affects the behavior of credit asset allocation under the conflict of multiple principal-agent. The third chapter introduces the status quo of equity structure and credit asset allocation of urban commercial banks in China. The fourth chapter uses panel model to test the impact of urban commercial bank equity structure on credit asset allocation behavior from three aspects: customer allocation, term structure and industry distribution. The result is equity concentration degree of city commercial bank. The proportion of government shareholding is positively correlated with the concentration of credit assets, negatively with the short-term loan ratio of credit assets, positively with the medium and long term loan ratio, and with the loan ratio in construction, real estate, water conservancy and power industries. It is negatively related to the proportion of loans in wholesale and retail trade, manufacturing, transportation and business services, and the proportion of corporate shareholding in urban commercial banks is negatively correlated with the concentration of credit assets, and is positively related to the short-term loan ratio of credit assets. It is negatively related to the medium and long term loan ratio, to the construction, real estate, water conservancy and electricity sectors, and to the wholesale, retail, manufacturing, transportation and business services sectors. In the fifth chapter, the main conclusions and policy suggestions are put forward on the basis of combing the previous research.
【学位授予单位】：兰州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F832.4

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