碳金融业务对中国商业银行储蓄业务的影响

The Impacts of Carbon Finance Business on the Deposit Business of Chinese Commercial Banks

本文构建一个多部门的DSGE模型,并运用贝叶斯估计、脉冲响应分析、反事实仿真分析和历史分解等方法分析商业银行推行碳金融业务对其储蓄业务的影响。研究结果表明,商业银行开展的碳金融业务有利于优化银行储蓄业务,与其配合实施的有力措施包括:政府可适当提高碳排放配额价格,或适当采用宽松的货币政策或积极的有针对性的财政政策;银行则可适当放宽对非耐心家庭的贷款价值比要求,间接支持厂商进行技术改进。

The authors of this paper construct a muhi-sectoral DSGE model and use the Bayesian estimation, impulse response analysis, counter-factual simulation analysis and historical decomposition to analyze the impacts of carbon finance business of commercial banks on theirs deposit business. The results of the paper show that the carbon finance business of commercial banks is conducive to optimizing their deposit business, and the implemented promoting measures include： the government raises the price of carbon emission quota appropriately, or implements loose monetary policy or positive and targeted fiscal policy appropriately; the banks reduce the requirement for the ratio of loan to value of nonpatient households appropriately so as to support the technological improvements of manufacturers indirectly.