绿色信贷对商业银行信贷风险的影响——基于五大银行面板数据的实证研究

Study on the Influence of Green Credit on Credit Risk of Commercial Banks——Based on the empirical study on the five big commercial banks’ panel data

近年,我国商业银行的绿色信贷业务取得了一定的发展,但其占全部贷款的比重仍较低。通过分析绿色信贷的作用及其对商业银行信贷风险的影响机制,运用2008-2018年我国五大国有控股商业银行的年度数据建立面板回归模型,研究绿色信贷比重对商业银行不良贷款率的影响,实证结果表明二者存在显著负相关关系,即绿色信贷增加有助于降低银行信贷风险。提出强化商业银行的社会责任意识;完善商业银行的绿色信贷风险管理机制等商业银行绿色信贷可持续发展的建议。

the paper first analyzes the role of green credit and its impact mechanisms on the credit risk of commercial banks,then we use the annual data of five state-holding commercial banks in China from 2008 to 2018 to establish a panel regression model,in order to study the impact of green credit ratio on the non-performing loan rate of commercial banks.The empirical result shows that they have obvious negative correlation,that is,the increase of green credit helps to reduce the credit risk of commercial banks.Finally,this paper puts forward some suggestions on sustainable development of green credit in commercial banks.