绿色信贷对商业银行风险承担的影响及其异质性研究——基于系统重要性银行和非系统重要性银行

A Study on the Heterogeneity of Green Credits on RiskTaking of Commercial Banks:Based on SystemicallyImportant Banks and Non Systemically Important Banks

基于大型商业银行、股份制商业银行、城市商业银行和农村商业银行等35家银行2011~2020年的面板数据,使用固定效应模型实证考察绿色信贷对商业银行风险承担的影响。研究表明:商业银行发展绿色信贷业务对其风险承担产生影响,并且绿色信贷规模的扩大能够降低银行风险;不同规模的银行受绿色信贷的影响也不一样,实证研究主要比较了系统重要性银行与非系统重要性银行。研究显示,系统重要性银行的风险承担受到绿色信贷的影响相对于非系统重要性银行更加显著。

Based on the panel data of 35 large commercial banks,joint-stock commercial banks,urban commercial banks and rural commercial banks from 2011 to 2020,the fixed-effect model is used to empirically investigate the impact of green credit on commercial banks'risk-taking.The results show that the development of green credit business has an impact on the risk taking of commercial banks,and the expansion of green credit scale can reduce the risk of banks.Banks of different sizes are affected differently by green credit.Empirical studies mainly compare systemically important banks and non-systemically important banks and show that the risk taking of systemically important banks is more significantly affected by green credit than non-systemically important banks.