小微企业银企关系型贷款违约实证分析

Empirical Analysis of Bank-Enterprise Relationship Loan Default of Small and Micro Enterprises

在经济增速放缓,国际贸易摩擦加剧的背景下,企业面临着更为严重的资金短缺问题。小微企业面对复杂的外部环境,再加上自身的财务经营水平较差,在企业融资上面临着更为严峻的问题。论文根据某城市商业银行的数据,整理出企业基本特征数据指标,如企业年龄、企业规模、第一股东持股比例以及银企关系等,通过heckman模型度量哪些因素会影响到银企关系型贷款的违约率,并进行进一步的分析和探讨。

Under the background of slowing economic growth and increasing international trade frictions, enterprises are facing more serious shortage of funds. Small and micro enterprises are faced with complex external environment, coupled with their poor financial management level, they are faced with more serious problems in enterprise financing. Based on the data of a commercial bank in a certain city, this paper sorts out data indexes of basic characteristics of enterprises, such as enterprise age, enterprise size, shareholding ratio of the first shareholder and bank-enterprise relationship, etc. Through heckman model, it measures which factors will affect the default rate of bank-enterprise relationship loans, and further analysis and discussion are carried out.