绿色信贷对商业银行经营绩效动态效应研究

Research on the Dynamic Effects of Green Credit on the Operating Performance of Commercial Banks

基于16家商业银行2011—2019年盈利性指标、流动性指标、安全性指标等数据,运用因子分析法和面板数据自回归模型,实证分析商业银行绿色信贷对其经营绩效的动态影响。其结果表明绿色信贷对商业银行经营业绩短期上存在负向影响,但长期上具有显著的正向影响。然而我国商业银行经营绩效自身滞后项对商业银行经营绩效影响系数超过绿色信贷影响系数,这说明绿色信贷的长期正向效应还未凸显,应进一步完善行业标准、多元化绿色产品、增加信息披露、构建绿色信贷激励机制。

Based on the profitability index,liquidity index and safety index data of 16 commercial banks from 2011 to 2019,the factor analysis method and panel data autoregressive model are used to empirically analyze the dynamic impact of commercial banks’green credit on their operating performance.The results show that green credit has a negative impact on the operating performance of commercial banks in the short term,but has a significant positive impact in the long run.However,the lagging item of the operating performance of our country’s commercial banks has a greater impact on the operating performance of commercial banks than the green credit,which shows that the long-term positive effect of green credit has not yet been highlighted.And author puts forward suggestions to improve industry standards,diversify green products,increase information disclosure,and build green credit incentive mechanisms.