绿色信贷、风险管理文化与商业银行高质量发展

Green Credit,Risk Management Culture and High-quality Development of Commercial Banks

基于绿色信贷与风险管理文化联系的视角,通过构建商业银行发展质量评价指标体系,运用面板SVAR模型对我国商业银行绿色信贷和发展质量之间的关系进行了计量检验。全样本实证结果显示,商业银行发展质量提升,即盈利能力和风险管理水平提高,会推动商业银行开展绿色信贷业务;但绿色信贷业务回报低,开展绿色信贷会提升商业银行运营成本,从而对商业银行发展质量具有负向效应。进一步进行分样本检验发现,国有大型商业银行以及城市商业银行开展绿色信贷业务,在特定时期内会促进商业银行发展质量提升。

Based on the perspective of the connection between green credit and risk management culture,this paper constructs an evaluation index system for the development quality of commercial banks,and uses panel SVAR model to test the relationship between green credit and development quality of commercial banks in China.The full sample empirical results show that the improvement of the development quality of commercial banks,namely the improvement of profitability and risk management level,will promote the green credit business of commercial banks;however,the return of green credit business is low,and the development of green credit will increase the operation cost of commercial banks,which has a negative effect on the development quality of commercial banks.Further sub-sample test shows that the green credit business of large state-owned commercial banks and urban commercial banks will promote the development quality of commercial banks in a specific period.