绿色信贷对商业银行经营绩效的影响——基于中国商业银行的实证分析

The Impact of Green Credit on Business Performance of Commercial Banks:Empirical Analysis Based on Commercial Banks in China

绿色信贷是政府为抑制高污染行业而制定的银行信贷政策,绿色信贷政策的开展状况必然与其带来的经营绩效相关。根据银行披露的社会责任报告,搜集2010—2017年详细发布绿色信贷业务的12家银行的面板数据,分别进行理论分析和实证研究,结果表明:绿色信贷业务对中小股份制商业银行盈利能力的影响并不显著,却会降低大型国有银行的盈利能力,但贷款总额的增加整体上提高了银行的盈利能力;绿色信贷规模改善了大型国有银行的资产质量,信贷规模越大,不良贷款率越低;中小股份制商业银行的绿色信贷规模与资产质量呈显著的倒U型关系,不良贷款率随绿色信贷规模的扩大先增后减。

Green credit is a credit policy formulated by the government to curb highly polluting industries. The development of the policy is necessarily related to its business performance. According to the social responsibility report disclosed by banks,this paper collects the panel data of green credit business in detail issued by 12 banks from 2010 to 2017 for theoretical analysis and empirical research. The results prove that the impact of green credit business on the profitability of small and medium-sized joint-stock commercial banks is not significant,and it will reduce the profitability of large state-owned banks,but the increase of total loans will improve the profitability of banks as a whole. The scale of green credit improves asset quality of large state-owned banks. The larger the scale of credit,the lower the nonperforming loan ratio. There exists a significantly inverted U-shaped relationship between the scale of green credit and asset quality of medium-sized joint-stock commercial banks. Non-performing loan ratio increases first and then decreases with the expansion of the scale of green credit.