我国信贷集中对商业银行贷款风险的主要影响

The Main Effects of Credit Concentration on Credit Risks of Commercial Banks in China

信贷集中一直是困扰商业银行的"顽疾",2008年全球爆发金融危机后,中国曾一度采取宽松的货币政策,信贷集中度过高的问题也并没有随着银行贷款数量的增长而得到缓解。利用行业集中度、地区集中度和客户集中度三个变量来测算国有商业银行、股份制商业银行和城市商业银行的信贷集中度,然后建立回归模型,对比研究不同类别商业银行的信贷集中度对其最近一个贷款周期内不良贷款率的显著影响结果表明,各类商业银行贷款集中度均与不良贷款率存在显著的正相关,但其相关程度则根据商业银行类型不同,有很大差异。国有商业银行受行业集中度和地区集中度的影响最明显,股份制商业银行受客户集中度的影响最显著;而三类商业银行的集中度中,城市商业银行受地区集中度的影响最明显。因此,控制信贷集中度是当前防控商业银行信用风险行之有效的办法之一。

Credit concentration has always been a recurring malady for Chinese major commercial banks. Although the central government of China once implemented a loose monetary policy to cope with the global financial crisis after it broke out in 2008, the too high credit concentration ratio hasn＇t been lowered with the increase of the number of banks in China. The variables of the industry concentration ratio, the region concentration ratio and the client concentration ratio are employed to measure and calculate the credit concentration ratio of state-owned commercial banks, joint-equity commercial banks and city commercial banks and then a multiple linear regression model is constructed to make a comparative study of the significant effects which the credit concentration ratios of the above kinds of commercial banks produce on the non-performing loans ratio in the recent loan cycle. Result shows that there＇s a positive correlation between the credit concentration ratio of all the commercial banks and their non-performing loans ratio but the extents of correlation are quite different from one to another. State-owned commercial banks are most significantly impacted by the industry concentration ratio and the region concentration ratio; joint-equity commercial banks are most significantly impacted by the client concentration ratio; and city commercial banks are most significantly impacted by the region concentration ratio. It is concluded that controlling the credit concentration ratio is one of the effective risk prevention and control measures for the Chinese commercial banks.