区域过度授信评价指标体系研究——基于S省的实证分析

Study on the Assessment Indices System for Over-Credit: An Empirical Study of S Province

近年来,我国银行业信用风险整体呈不断上升趋势,但各地市之间信贷资产质量存在较大差距,其背后原因值得探寻。本文通过分析近期爆发的多个大额授信风险案例,发现其中均不同程度涉及商业银行过度授信问题。在借鉴和吸纳既往研究成果的基础上,从"公地悲剧"的视角,本文分析了区域过度授信形成的逻辑过程及影响,通过对S省2017年年末15个地市的经济金融数据实证分析,运用熵值法,创造性地构建了银行业过度授信指数BECI,实现了对区域过度授信情况的综合对比评价;并对BECI和地区不良贷款率指标做了相关性分析。结果表明,区域信贷资产质量与过度授信显著正相关,BECI对区域过度授信具有较好的评价效果,最后给出了防范过度授信问题的政策建议。

In recent years, the credit risk of China＇s banking industry as a whole is on the rise, but there are big differences in the quality of credit assets between different cities. The reasons behind it are worth exploring. This paper analyzes a number of recent outbreaks of large-scale credit risk cases, finds that commercial banks are involved in the problem of over-credit to some extent. On the basis of previous research results and from the perspective of ＂tragedy of the commons＂, this paper analyzes the logical process and in？uence of the formation of regional over-credit. Through the empirical analysis of economic and financial data of 15 cities in S province at the end of 2017, the paper creatively constructs the bank excessive credit index （BECI） by using the entropy method. This paper presents a comprehensive comparative evaluation of regional situation of overextended credit lines, and makes a correlation analysis of BECI and regional non-performing loan rate indicators. The results show that there is a significant positive correlation between the quality of regional credit assets and overextended credit lines. Therefore, BECI is a good measure on regional overextended credit lines. Finally, some policy recommendations to prevent overextended credit lines are proposed.