贷款集中度对我国商业银行收益及风险的影响

发布时间：2018-02-05 19:02

本文关键词： 贷款集中度商业银行收益风险　出处：《西北大学》2013年硕士论文　论文类型：学位论文

【摘要】：商业银行作为信贷市场的核心部门,在企业融资过程中扮演重要的中间角色,商业银行的信贷资金投放是否合理不仅会影响到社会经济的协调发展,同时,“利差”作为我国商业银行的主要盈利点,贷款配置是否合理也对银行的收益有重要的影响。数据显示,商业银行在贷款投放时会表现出某种程度的贷款集中行为,而这些贷款集中行为对银行的影响如何?为了客观的分析贷款集中度对商业银行收益和风险的影响,进而促使商业银行合理配置信贷资金,本文运用理论与实证、比较分析等方法对贷款集中度与商业银行收益与风险的关系进行了系统的研究。本文以15家上市商业银行为研究对象,首先,通过梳理现有文献,得出贷款集中度对银行收益与风险的理论影响,并从客户集中度、区域集中度和行业集中度三个角度分析了我国银行业贷款集中度的现状,我国商业银行贷款多集中投放到制造业、运输和电力等行业。其次,定量分析了我国商业银行贷款集中度的程度。建立贷款集中度测度指标,用赫芬达尔指数计算地域集中度和行业集中度,并用最大十家客户贷款比例衡量客户集中度,在此基础上计算得出我国上市商业银行2004-2011年贷款集中度。最后,以资产收益率、股东权益收益率和不良贷款率作为衡量银行收益和风险的指标,用我国上市商业银行2004-2011年的年报数据以面板数据模型实证研究了贷款集中度对我国整体上市商业银行收益和风险的影响,此外将商业银行划分为三类不同性质的商业银行,比较分析了贷款集中度对不同性质商业银行收益和风险的影响。本文主要结论为对于整体上市商业银行客户集中度和行业集中度与银行收益率呈反向相关关系；区域集中度与银行收益率之间呈正向相关关系；客户集中度和行业集中度与银行不良贷款率之间呈正向相关关系；地域集中度与不良贷款率之间呈反向相关关系；而对于城市商业银行地域集中度与不良贷款率之间呈正向相关关系；行业集中度与不良贷款率之间呈反向相关关系。根据实证研究结果,对不同性质商业银行如何合理配置信贷资源以及如何适度控制贷款集中度提出了政策建议,具有一定理论和实际意义。
[Abstract]:As the core department of the credit market, commercial banks play an important role in the process of enterprise financing. Whether the credit funds of commercial banks are reasonable or not will not only affect the coordinated development of social economy, but also. As the main profit point of commercial banks in China, whether the allocation of loans is reasonable or not also has an important impact on the profits of banks. Commercial banks will show a certain degree of lending concentration behavior when lending, and the impact of these loan concentration behavior on banks? In order to objectively analyze the impact of loan concentration on the income and risk of commercial banks, and then promote the rational allocation of credit funds, this paper uses theory and empirical. The relationship between loan concentration and commercial bank income and risk is systematically studied by comparative analysis and other methods. In this paper, 15 listed commercial banks as the research object, first, through combing the existing literature, the theoretical impact of loan concentration on bank income and risk, and from customer concentration. This paper analyzes the present situation of the banking loan concentration in China from the three angles of regional concentration and industry concentration. The commercial bank loans in China are mainly invested in manufacturing, transportation and electricity industries. Secondly, the paper analyzes the current situation of the banking loan concentration in China. Quantitative analysis of the degree of credit concentration of commercial banks in China, the establishment of loan concentration measurement index, using the Herfindahl index to calculate the regional concentration and industry concentration. On the basis of this, we calculate the credit concentration of listed commercial banks in China from 2004 to 2011. Finally, we take the asset return rate as the basis. The rate of return on shareholders' equity and the ratio of non-performing loans are used as indicators to measure the return and risk of banks. Using the annual report data of listed commercial banks from 2004 to 2011, the paper empirically studies the impact of loan concentration on the income and risk of listed commercial banks in China. In addition, commercial banks are divided into three different types of commercial banks, and the effects of loan concentration on the income and risk of commercial banks of different nature are compared and analyzed. The main conclusions of this paper are as follows: for the whole listed commercial banks, there is a reverse correlation between customer concentration and industry concentration and bank yield; There is a positive correlation between regional concentration and bank return. There is a positive correlation between customer concentration and industry concentration and non-performing loan rate. There is a reverse correlation between regional concentration and non-performing loan rate. For urban commercial banks, there is a positive correlation between regional concentration and non-performing loan rate. There is a reverse correlation between industry concentration and non-performing loan rate. According to the results of empirical research, it is of theoretical and practical significance to put forward some policy recommendations on how to allocate credit resources reasonably and how to control the degree of credit concentration in commercial banks of different nature.
【学位授予单位】：西北大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F832.4

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