我国商业银行信贷顺周期问题研究

发布时间：2018-04-01 10:38

本文选题：商业银行　切入点：信贷顺周期　出处：《新疆财经大学》2013年硕士论文

【摘要】：金融体系具有明显的内在顺周期特征。银行作为特殊的金融企业，也不例外。它的逐利性往往导致商业银行随着经济周期的波动而发生变化，通常表现为经济繁荣期扩张其信贷规模，而经济衰退期，紧缩其信贷规模。这种典型的顺周期信贷行为，使商业银行既减少了其盈利收入，积聚了大量潜在风险，也削弱了宏观经济政策，加剧了经济波动。由于此次全球金融危机，给国际银行业带来重大影响，甚至一些大型的商业银行面临破产危机，商业银行的稳健经营和信贷顺周期问题也成为了世界关注的热点。在“十二五”规划中，我国也正式提出了“逆周期宏观审慎制度框架”。因此，对我国商业银行信贷顺周期问题，为提高我国商业银行应对宏观经济波动所带来的系统性风险的能力，实现商业银行跨周期、可持续稳健经营，具有重要的理论和现实意义。本文在经济周期理论和信贷理论的基础上，首先根据我国宏观经济数据（GDP）和商业银行贷款余额（Loan）的变化规律，从三个方面总结了我国商业银行信贷顺周期的主要特征，并详细阐述了我国商业银行信贷顺周期的影响因素。然后运用VECM模型，对我国1997-2012年6月的宏观经济数据（GDP）、商业银行贷款余额（Loan）和商业银行不良贷款率（NPL）进行实证分析，，验证我国商业银行信贷的确存在明显的顺周期现象。由于外国商业银行发展相对比较成熟，管理体制相对完善，所以本文阐述了国际银行业缓释信贷顺周期的经验及对我国的启示，为弱化我国信贷顺周期问题奠定了理论基础和实践经验。最后，根据我国商业银行信贷顺周期特征和影响因素，从完善国家宏观经济政策、加强逆周期监管和完善商业银行自身的信贷行为三个方面提出了弱化我国商业银行信贷顺周期的对策建议。
[Abstract]:As a special financial enterprise, banks are no exception. Their profit-driven nature often leads to the changes of commercial banks with the fluctuation of the economic cycle. The typical pro-cyclical credit behavior makes commercial banks reduce their profit income and accumulate a lot of potential risks. It has also weakened macroeconomic policies and exacerbated economic volatility. As a result of the global financial crisis, it has had a significant impact on the international banking sector, and even some large commercial banks are facing bankruptcy crises. The steady operation of commercial banks and credit procyclical problems have also become the focus of attention in the world. In the 12th Five-Year Plan, China formally put forward the "counter-cyclical macro-prudential institutional framework". In order to improve the ability of Chinese commercial banks to deal with the systemic risks brought about by macroeconomic fluctuations and to realize the sustainable and steady operation of commercial banks, it is of great theoretical and practical significance to solve the problem of credit pro-cycle in China's commercial banks. On the basis of economic cycle theory and credit theory, this paper firstly summarizes the main characteristics of credit pro-cycle of commercial banks in China from three aspects according to the changes of macro-economic data (GDPs) and loan balance of commercial banks (Loan). Then, using VECM model, the author makes an empirical analysis on the macro-economic data of our country from 1997 to 2012, including loan balance (loan balance) and non-performing loan ratio (NPL) of commercial banks. It is proved that the credit of commercial banks in our country does have an obvious pro-cyclical phenomenon. As the development of foreign commercial banks is relatively mature and the management system is relatively perfect, Therefore, this paper expounds the experience of slow release credit procycling in international banking and its enlightenment to China, which lays a theoretical foundation and practical experience for weakening the problem of credit procycling in China. According to the pro-cyclical characteristics and influencing factors of commercial bank credit in China, from perfecting the national macroeconomic policy, This paper puts forward some countermeasures and suggestions on weakening the credit pro-cycle of commercial banks in China from three aspects: strengthening countercyclical supervision and perfecting the credit behavior of commercial banks themselves.
【学位授予单位】：新疆财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

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