绿色信贷对商业银行“三性”原则目标的影响研究

Research on the Impact of Green Credit on the"Triple Principles"of Commercial Banks

以16家商业银行2013—2022年经营数据为样本,把商业银行的安全性、流动性和盈利性用熵权法量化后作为被解释变量,引入商业银行性质作虚拟变量来构建动态面板数据模型,用系统广义矩估计实证研究绿色信贷对商业银行“三性”原则目标指数的影响和“三性”原则目标间的影响。研究结果表明:绿色信贷的推行对商业银行的安全性有抑制作用,对盈利性和流动性都具有正向促进作用;在推行绿色信贷的背景下,商业银行的安全性和盈利性互相促进,盈利性抑制流动性的提升,流动性促进安全性的提高,但安全性对流动性和流动性对盈利性的作用效果不明显;目前推行绿色信贷业务时商业银行性质对商业银行“三性”原则目标产生的影响不大。

Taking the operating data of 16 commercial banks from 2013 to 2022 as samples,after using the entropy weight method to quantify the security,liquidity and profitability of commercial banks as explained variables,a dummy variable of the nature of commercial banks was introduced to establish a dynamic panel data model.The impact of green credit on the"triple principles"indexes of commercial banks and the inherent influence among the"triple principles"were emprically studied using system generalized moment estimation.The research results show that the promotion of green credit has an inhibitory effect on the security of commercial banks,but has a positive effect on profitability and liquidity.In the context of promoting green credit in commercial banks,security and profitability mutually promote each other.Profitability inhibits the improvement of liquidity,and liquidity promotes the improvement of security.However,the effect of security on liquidity and liquidity on profitability is not significant.When promoting green credit business,the nature of commercial banks has little impact on the"triple principles"of commercial banks at present.