本文選題：信貸投向結(jié)構(gòu)　切入點(diǎn)：行業(yè)集中　出處：《西北大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：目前,化解產(chǎn)能過(guò)剩是我國(guó)經(jīng)濟(jì)活動(dòng)的一大目標(biāo)。商業(yè)銀行的信貸呈現(xiàn)出“親政策”趨勢(shì),不斷向熱門地區(qū)、熱門行業(yè)集聚。信貸投向過(guò)度集中,一方面可能影響銀行的微觀績(jī)效,另一方面也會(huì)影響實(shí)體經(jīng)濟(jì)的發(fā)展。本文將商業(yè)銀行信貸投放的微觀績(jī)效和宏觀績(jī)效統(tǒng)一在一個(gè)研究框架中,擬從制造業(yè)產(chǎn)能過(guò)剩視角探討商業(yè)銀行信貸集中對(duì)微觀績(jī)效和宏觀績(jī)效的雙重影響,為商業(yè)銀行信貸投放的調(diào)整提供一定的參考。本文圍繞“我國(guó)商業(yè)銀行的信貸投向趨勢(shì)是否兼顧了微觀績(jī)效和宏觀績(jī)效”這一問(wèn)題展開(kāi)研究。文章在對(duì)銀行信貸投向相關(guān)研究進(jìn)行歸納、總結(jié)的基礎(chǔ)上,以預(yù)期理論、比較優(yōu)勢(shì)理論、羊群效應(yīng)等分析了信貸投向集中的成因;并結(jié)合資產(chǎn)組合理論闡釋了信貸集中對(duì)銀行微觀績(jī)效的作用機(jī)制;同時(shí)分析了貸款合成謬誤的形成機(jī)制。接著,文章對(duì)我國(guó)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(xì)致說(shuō)明。在此基礎(chǔ)上,文章以2000-2015年29家國(guó)內(nèi)商業(yè)銀行的年度財(cái)務(wù)數(shù)據(jù)為樣本,建立面板固定效應(yīng)模型實(shí)證分析了個(gè)體商業(yè)銀行的信貸客戶結(jié)構(gòu)、行業(yè)結(jié)構(gòu)、地區(qū)結(jié)構(gòu)對(duì)不良貸款率這一微觀績(jī)效的影響;然后以制造業(yè)中28個(gè)細(xì)分行業(yè)為研究樣本,建立DEA-Tobit模型實(shí)證分析了國(guó)內(nèi)銀行貸款對(duì)行業(yè)產(chǎn)能利用程度這一宏觀績(jī)效的影響。研究表明:信貸客戶結(jié)構(gòu)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(guān)系,當(dāng)前我國(guó)的信貸行業(yè)分布位于U型曲線拐點(diǎn)的左側(cè),信貸行業(yè)分布越集中,個(gè)體銀行的微觀風(fēng)險(xiǎn)越低;國(guó)內(nèi)貸款供給過(guò)多是制造業(yè)產(chǎn)能過(guò)剩的重要誘因。結(jié)合以上結(jié)論,本文認(rèn)為我國(guó)商業(yè)銀行的信貸行業(yè)投放存在一定的合成謬誤。我國(guó)銀行的信貸行業(yè)集中雖然提高了微觀績(jī)效,但卻在一定程度上忽視了行業(yè)產(chǎn)能利用的宏觀績(jī)效。因此,本文提出了建立貸款行業(yè)風(fēng)險(xiǎn)評(píng)價(jià)體系、健全公司治理、統(tǒng)一信息披露、完善總量信息、加強(qiáng)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(xué)位授予單位】：西北大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.4;F830.42

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