摘要
房地产贷款是银行资产端的重要组成部分,其规模和占比可能会影响商业银行的经营风险。本文基于我国内地31个省、自治区、直辖市的区域经济发展数据和属地商业银行的微观绩效数据,实证检验了房地产贷款规模变化对商业银行风险承担行为的影响。研究结果显示,大部分地区的商业银行房地产贷款规模与经营风险之间呈正U型曲线的特征,并存在临界点。如果超过临界点再继续扩大房地产贷款规模,可以增加商业银行的收益,但同时也会提升商业银行的经营风险。鉴此,建议通过测算不同经济发展程度地区商业银行房地产贷款规模的临界点,对商业银行实施差异化监管,以防止商业银行片面追求资产规模或房地产贷款收益而导致的经营风险上升问题,维护金融体系的整体稳定。
As an important part of commercial banks'balance sheet,real estate loans'scale and proportion may affect the risks of commercial banks.Based on the provincial economic data in China mainland and the microperformance data of the territorial commercial banks,this paper empirically tests the heterogeneous impact of real estate loans'scale on the risk-taking behaviors of commercial banks.There is a positive U-shaped curve between the real estate loans'scale and risks of commercial banks.If commercial banks continue to expand the scale of real estate loans beyond the threshold,the profits and operating risks of banks both grow.Hence,it is recommended to measure the critical point of the scale of real estate loans of commercial banks in regions with different economic development levels,formulate personalized regulatory measures to prevent commercial banks from unilaterally pursuing the benefits of real estate loans,and maintaining the financial system stability.
作者
马理
陈润秋
李甲翔
姜楠
MA Li;CHEN Runqiu;LI Jiaxiang;JIANG Nan
出处
《金融监管研究》
CSSCI
北大核心
2021年第1期12-28,共17页
Financial Regulation Research
基金
教育部哲学社会科学研究重大课题攻关项目“经济新常态下中国金融开放与金融安全研究”(项目编号:17JZD015)
国家自然科学基金面上项目“发达国家货币政策跨国传导的复杂溢出效应:基于开放经济条件下的DSGE多国模型与VAR数据检验”(项目编号:72073042)
国家自科基金国际合作项目“法、金融与经济增长之再考察——中国的变革挑战与英国等国的经验”(项目编号:71661137003)的资助。
关键词
房地产贷款
银行风险承担
差异化监管
Real Estate Loans
Bank Risk-taking
Differentiated Supervision
