不良贷款约束下中小银行全要素生产率及其收敛性

发布时间：2019-06-02 17:36

【摘要】：中小银行是我国银行体系的重要组成部分。基于183家中小银行样本,本文系统考察了我国中小银行不良贷款约束下全要素生产率、影响因素及其收敛性。主要发现包括:(1)2007~2009年间,我国中小银行全要素生产率总体有所增长,但不同类型、不同区域中小银行全要素生产率有所差异;(2)中小银行全要素生产率受资产规模、资产增速、地区经济发展水平、固定资产投资增长等多种因素共同影响;(3)中小银行全要素生产率呈现出一定的收敛特征,随着时间的推移,中小银行全要素生产率的离散程度逐步缩小;此外,中小银行全要素生产率不仅会收敛到自身的稳定增长水平,不同中小银行全要素生产率也会收敛到相同的稳定增长速度。
[Abstract]:Small and medium-sized banks are an important part of China's banking system. Based on 183 samples of small and medium-sized banks, this paper systematically examines the total factor productivity, influencing factors and convergence of non-performing loans of small and medium-sized banks in China. The main findings are as follows: (1) during 2007 / 2009, the total factor productivity of small and medium-sized banks in China has increased, but the total factor productivity of small and medium-sized banks in different regions is different; (2) the total factor productivity of small and medium-sized banks is affected by many factors, such as asset scale, asset growth rate, regional economic development level, fixed asset investment growth and so on; (3) the total factor productivity of small and medium-sized banks shows a certain convergence characteristics, with the passage of time, the degree of dispersion of total factor productivity of small and medium-sized banks gradually reduces; In addition, the total factor productivity of small and medium-sized banks will not only converge to their own stable growth level, but also converge to the same stable growth rate of different small and medium-sized banks.
【作者单位】：中国社会科学院金融研究所;上海国际能源交易中心;中国长城资产管理公司;
【基金】：国家自然科学基金青年科学基金项目(编号71202133) 2012年度国家社科基金重大项目(编号12&ZD086)的阶段性研究成果
【分类号】：F832.4;F832.3

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