【摘要】：近幾年以來,在經(jīng)濟全球經(jīng)化的浪潮越來越高的大背景下,我國的經(jīng)濟發(fā)展在努力地向世界先進水平靠近。為了鼓勵經(jīng)濟發(fā)展,銀行業(yè)一度放寬了貸款限額,鼓勵經(jīng)濟發(fā)展的同時銀行自身也能得到發(fā)展。但是,在經(jīng)濟發(fā)展卓有成效的時候經(jīng)濟發(fā)展中存在的一些問題也越來越明顯,并且給我們的經(jīng)濟帶來了不可小覷的風險。銀行業(yè)在給企業(yè)發(fā)放貸款的同時也積極地關(guān)注著自身的風險,但由于沒有系統(tǒng)的考慮整個經(jīng)濟金融環(huán)境,導致銀行在發(fā)放貸款的時候沒有從面入手而是從點入手,最終使得商業(yè)銀行的貸款投向越來越集中在少數(shù)的行業(yè)、客戶以及地區(qū)上,如此的發(fā)展趨勢已經(jīng)使我國商業(yè)銀行的貸款集中程度遠離了監(jiān)管的范圍,處在危險的邊緣。 本文對我國商業(yè)銀行的貸款集中度進行了量化,用赫芬達爾指數(shù)法測算了商業(yè)銀行的貸款投向的行業(yè)集中度和地區(qū)集中度,用敞口比率法測算了商業(yè)銀行的客戶集中度,用這幾個測算指標分別來來衡量商業(yè)銀行的客行業(yè)集中情況、地區(qū)集中情況和客戶集中情況。用這三個指標比較全面的評價了我國商業(yè)銀行的貸款集中情況。在對以往文獻的整理學習的基礎(chǔ)上探討了我國商業(yè)銀行的貸款集中度對其不良貸款率的影響。本文選取了我國十六家上市商業(yè)銀行2009-2011年的數(shù)據(jù)運用計量經(jīng)濟學的方法對我國商業(yè)銀行的貸款集中度和其不良貸款率的關(guān)系做了一個實證分析,從而得出了貸款集中度對商業(yè)銀行經(jīng)營風險的影響。最后,文章根據(jù)前面的分析本提出了幾點對策建議,希望我國商業(yè)銀行能夠在追求收益的同時跟多的關(guān)注風險,扭轉(zhuǎn)近年來我國商業(yè)銀行貸款投向越來越集中的趨勢。
[Abstract]:In recent years, the economic development of our country is approaching to the advanced level of the world. To encourage economic growth, banks once relaxed lending limits, encouraging economic growth while banks themselves can also be developed. However, when the economic development is fruitful, some problems in the economic development are becoming more and more obvious, and bring to our economy a risk that can not be underestimated. While issuing loans to enterprises, the banking industry is also actively paying attention to its own risks. However, due to the lack of systematic consideration of the entire economic and financial environment, banks do not start from the face but from the point of view when issuing loans. Finally, the loan of commercial banks is more and more concentrated in a small number of industries, customers and regions. Such a trend of development has made the degree of credit concentration far from the scope of supervision of commercial banks in China, and is on the edge of danger. This paper quantifies the loan concentration of commercial banks in our country, calculates the industry concentration and regional concentration of commercial banks' loan investment by using the Herfindale index method, and calculates the customer concentration degree of commercial banks by the method of exposure ratio. These indexes are used to measure the customer industry concentration, regional concentration and customer concentration of commercial banks. The three indexes are used to evaluate the credit concentration of commercial banks in China. On the basis of studying the previous literatures, this paper discusses the influence of the loan concentration on the non-performing loan rate of commercial banks in China. This paper selects the data of 16 listed commercial banks in China from 2009-2011 to make an empirical analysis on the relationship between the loan concentration and the non-performing loan rate of Chinese commercial banks using econometric methods. Thus, the influence of loan concentration on the management risk of commercial banks is obtained. Finally, according to the above analysis, this paper puts forward some countermeasures and suggestions, hoping that the commercial banks of our country can pay more attention to the risk while pursuing the income, and reverse the trend of the increasing concentration of the loan investment of our country's commercial banks in recent years.
【學位授予單位】：蘭州大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.2

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