本文選題：信貸投向結構　切入點：行業(yè)集中　出處：《西北大學》2017年碩士論文　論文類型：學位論文

【摘要】：目前,化解產能過剩是我國經(jīng)濟活動的一大目標。商業(yè)銀行的信貸呈現(xiàn)出“親政策”趨勢,不斷向熱門地區(qū)、熱門行業(yè)集聚。信貸投向過度集中,一方面可能影響銀行的微觀績效,另一方面也會影響實體經(jīng)濟的發(fā)展。本文將商業(yè)銀行信貸投放的微觀績效和宏觀績效統(tǒng)一在一個研究框架中,擬從制造業(yè)產能過剩視角探討商業(yè)銀行信貸集中對微觀績效和宏觀績效的雙重影響,為商業(yè)銀行信貸投放的調整提供一定的參考。本文圍繞“我國商業(yè)銀行的信貸投向趨勢是否兼顧了微觀績效和宏觀績效”這一問題展開研究。文章在對銀行信貸投向相關研究進行歸納、總結的基礎上,以預期理論、比較優(yōu)勢理論、羊群效應等分析了信貸投向集中的成因;并結合資產組合理論闡釋了信貸集中對銀行微觀績效的作用機制;同時分析了貸款合成謬誤的形成機制。接著,文章對我國商業(yè)銀行信貸的行業(yè)分布、地區(qū)分布、客戶分布現(xiàn)狀做了細致說明。在此基礎上,文章以2000-2015年29家國內商業(yè)銀行的年度財務數(shù)據(jù)為樣本,建立面板固定效應模型實證分析了個體商業(yè)銀行的信貸客戶結構、行業(yè)結構、地區(qū)結構對不良貸款率這一微觀績效的影響;然后以制造業(yè)中28個細分行業(yè)為研究樣本,建立DEA-Tobit模型實證分析了國內銀行貸款對行業(yè)產能利用程度這一宏觀績效的影響。研究表明:信貸客戶結構越集中,銀行不良貸款率越高;信貸行業(yè)集中度與銀行不良率呈U型關系,當前我國的信貸行業(yè)分布位于U型曲線拐點的左側,信貸行業(yè)分布越集中,個體銀行的微觀風險越低;國內貸款供給過多是制造業(yè)產能過剩的重要誘因。結合以上結論,本文認為我國商業(yè)銀行的信貸行業(yè)投放存在一定的合成謬誤。我國銀行的信貸行業(yè)集中雖然提高了微觀績效,但卻在一定程度上忽視了行業(yè)產能利用的宏觀績效。因此,本文提出了建立貸款行業(yè)風險評價體系、健全公司治理、統(tǒng)一信息披露、完善總量信息、加強監(jiān)管交流等政策建議。
[Abstract]:At present, reducing overcapacity is a major objective of economic activities in our country. The credit of commercial banks shows a "pro-policy" trend, constantly gathering in hot areas, hot industries, and excessive concentration of credit. On the one hand, it may affect the micro-performance of banks, on the other hand, it will also affect the development of the real economy. From the perspective of manufacturing overcapacity, this paper intends to explore the dual impact of commercial bank credit concentration on micro performance and macro performance. This paper focuses on the question of whether the trend of credit investment of commercial banks in China takes into account both micro performance and macro performance. To sum up the relevant research, On the basis of summing up, this paper analyzes the causes of credit concentration with expectation theory, comparative advantage theory and herding effect, and explains the mechanism of credit concentration on bank's micro performance with the combination of asset combination theory. At the same time, the forming mechanism of loan synthesis fallacy is analyzed. Then, the paper gives a detailed description of the industry distribution, regional distribution and customer distribution of commercial bank credit in China. Based on the annual financial data of 29 domestic commercial banks from 2000 to 2015, this paper establishes a panel fixed effect model to empirically analyze the credit customer structure and industry structure of individual commercial banks. The influence of regional structure on the performance of non-performing loan ratio (NPLR); then taking 28 subsectors of manufacturing industry as a sample, DEA-Tobit model is established to empirically analyze the effect of domestic bank loans on the macro performance of industry capacity utilization. The research shows that the more concentrated the structure of credit customers, the higher the non-performing loan ratio of banks; There is a U-type relationship between credit industry concentration and bank failure rate. At present, the distribution of credit industry in China lies on the left of the inflection point of U-shaped curve. The more concentrated the credit industry is, the lower the micro risk of individual bank is. Too much domestic loan supply is an important cause of overcapacity in manufacturing industry. In combination with the above conclusions, this paper concludes that there is a certain synthetic fallacy in the credit industry of commercial banks in China. However, to some extent, the macro performance of industry capacity utilization is ignored. Therefore, this paper puts forward some policy suggestions, such as establishing risk evaluation system of loan industry, perfecting corporate governance, unifying information disclosure, perfecting aggregate information, and strengthening supervision and communication.
【學位授予單位】：西北大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.4;F830.42

【相似文獻】

相關期刊論文 前10條

1 鉛非;發(fā)揮窗口指導作用 正確引導信貸投向[J];南方金融;2000年03期

2 ;瞄準信貸投向廣開致富門路[J];技術與市場;2000年04期

3 王東坡;談談信貸投向與傾斜政策[J];中國城市金融;1990年03期

4 沈昌亮,吳思麟;論“八五”時期農村信貸投向的政策選擇[J];農村金融研究;1991年12期

5 沈昌亮 ,吳思麒;論“八五”時期農村信貸投向的政策選擇[J];經(jīng)濟與管理研究;1992年01期

6 周德保;把準信貸投向　實現(xiàn)穩(wěn)健經(jīng)營[J];學習導報;1994年08期

7 肖武湘，劉資榮，，陳啟學;優(yōu)化信貸投向　推進兩個轉變──學習十四屆五中全會“建議”的體會[J];中國農業(yè)銀行武漢管理干部學院學報;1996年01期

8 張治賢;銀行選擇信貸投向務必講政治[J];農村金融與市場經(jīng)濟;1996年06期

9 霍忠祥;;糧油棉企業(yè)的信貸投向亟待拓寬[J];江蘇農村金融;1998年04期

10 人行湖州市中心支行調查組,孫建華,夏有華,徐鵬峰;優(yōu)化信貸投向 積極推進區(qū)域產業(yè)結構調整——湖州市1997-99年產業(yè)結構調整與信貸投向情況的調查[J];上海金融;2000年08期

相關會議論文 前2條

1 丁偉國;孔薇薇;何寧;;我國小型商業(yè)銀行在通脹預期下的項目信貸投向控制[A];繁榮學術 服務龍江——黑龍江省第二屆社會科學學術年會優(yōu)秀論文集（下冊）[C];2010年

2 建設銀行陜西省分行課題組;呂長根;李建中;;陜西“九五”及今后十年投資發(fā)展戰(zhàn)略與建設銀行信貸投向的選擇[A];中國投資學會獲獎科研課題評獎會論文集（1995年度）[C];1995年

相關重要報紙文章 前10條

1 本報記者 范寧;我省信貸投向定調“結構優(yōu)化”[N];河北經(jīng)濟日報;2012年

2 記者

本文編號：1623949