银行风险管理、资本约束与贷款买卖行为分析

银行的贷款买卖行为能够影响资本结构、利润和风险,买卖贷款可以减轻资本约束压力和流动性压力,以实现风险管理的目的。出售贷款的银行能比其他银行持有更少的资本和得到更多的利润。因此,建议银行要尽快提高信用风险管理能力,由此可以具有更大的经营杠杆和带来业务的增长。同时,制定监管政策时也要考虑到这些问题。这样,银行风险管理改进带来的利益会大于授信额度增加带来的好处,从而减少银行体系的风险。

This paper tests the management of credit risk of bank through the loan sales affects capital structure, profits and risk. The author finds that banks can reduce the pressure of capital restrict and liquidity by both buying and selling loons for risk management purposes. Banks operating in the loan sales market hold less capital and higher profits than other banks. Our results surest that banks with improved ability to manage credit risk may operate with greater leverage and lend more assets to risky borrowers. Regulators also take loan sales into account. Thus, the benefits of advances in risk management in banking may be the greater credit avaihbility to reduce risk in banking system.