商业银行贷款集中度的风险与收益研究——基于中国18家商业银行面板数据的分析

Research on the Risks and Benefits of the Concentration of Commercial Bank Loans——Based on the Panel Data of 18 Commercial Banks in China

选取18家商业银行2005～2011年期间的面板数据,将其分为三组同质同类银行,通过设计变量和面板数据模型,实证检验商业银行贷款集中度对资产收益率、不良贷款率、经营稳定性和资本充足率的影响。结果显示,贷款集中度对商业银行资产收益率、经营稳定性和资本充足率具有反向影响,对不良贷款率具有正向影响;贷款集中度的影响在不同类型商业银行之间存在着结构性差异。因此,应完善信贷管理机制,建立贷款集中度风险预警机制,重新定位市场以降低贷款集中度、有效提高收益和降低风险。

This paper studies the influence of loan concentration on risks and benefits of our commercial banks. Based on the panel data of 18 commercial banks during the period of 2005-2011, we divide all samples into three groups of homogenous banks. Through the design of variables and empirical model, we make an empirical test on the influence of loan concentration, return on assets, the rate of bad loans, the operating stability and capital adequacy ratio. The result shows that the influence of loan concentration on the risks and benefits of different banks are not the same. Therefore, this paper puts forward that we should perfect credits administrative mechanism, and establish risk pre -warning mechanism over loan concentration, so as to relocate the market and bring down the loan concentration, and finally improve the benefits and lower the risks efficiently.