腐败对银行不良贷款的影响——基于中国省级动态面板数据GMM方法

Impact of Corruption on Banks' Non-performing Loans——Based on Chinese Provinical Dynamic Panel GMM Method

运用动态GMM回归方法,探讨了2005-2013年我国各地区腐败与银行不良贷款之间的关系,结果表明:腐败程度与银行不良贷款规模正相关。同时,银行信贷规模增加会导致不良贷款增加,而经济发展水平、非国有化程度提高,政府干预程度以及企业资产负债率提高都能抑制我国银行业不良贷款增加。据此,提出如下政策建议:继续加大对腐败案件的查处力度,完善相关法律法规体系;商业银行应建立科学有效的风险防范机制;政府职能应由干预型向服务型转变,在提高经济增速的同时加快提高经济非国有化程度;企业应合理利用银行贷款,控制贷款资金流向。

Based on data from 2004 to 2013 , this paper uses the dynamic GMM regression method to discuss the rela-tionship between corruption and non-performing loans of banks in China.The results are as follows： The higher the level of corruption, the higher the scale of banks＇non-performing loans;High level of economic development and the degree of dena-tionalization, asset-liability ratio of enterprise and government intervention can suppress an increase in non -performing loans of the banking sector , while increasing the size of bank credit will result in increased non-performing loans.Accordingly , we pro-pose the following policy recommendations： First, further intensify efforts to investigate and deal with corruption cases , and perfect relevant laws and regulations system;secondly , commercial banks should establish scientific and effective risk preven-tion mechanisms to avoid bad loans;thirdly, quicken the steps of increasing the degree of economic denationalization while in -creasing the economic growth; fourthly, government functions should be transformed from intervention type to service type function, and lastly, companies should make a rational use of the bank loans and control the flow of loan funds.