绿色金融对上市商业银行经营风险的影响研究

Research on the Impact of Green Finance on the Operational Risk of Listed Commercial Banks

在经济绿色转型和环保标准日益严格的背景下,发展绿色金融对于商业银行风险管理具有重要作用。本文基于2010~2022年我国31家上市商业银行数据,采用固定效应模型实证检验了绿色金融对银行经营风险的影响。结果表明,提升绿色信贷占比和绿色基金占比能够降低银行的经营风险,并且绿色金融对股份制商业银行经营风险的影响更显著。通过中介检验可以发现商业银行的存贷比例在绿色金融降低商业银行经营风险中发挥了中介作用。考察作用机制发现,绿色金融的风险降低效应是由于绿色基金降低了银行的资本风险。在此基础上,本文提出了推进银行开展绿色金融业务以及降低银行风险的政策建议。Under the background of economic green transformation and increasingly strict environmental protection standards, the development of green finance plays an important role in the risk management of commercial banks. Based on the data of 31 listed commercial banks in China from 2010 to 2022, this paper uses the fixed effect model to empirically test the impact of green finance on bank operating risks. The results show that increasing the proportion of green credit and green fund can reduce the operating risk of banks, and the impact of green finance on the operating risk of joint-stock commercial banks is more significant. Through the intermediary test, it can be found that the deposit and loan ratio of commercial banks plays an intermediary role in green finance reducing the operational risk of commercial banks. It is found that the risk reduction effect of green finance is due to the fact that green funds reduce the capital risk of banks. On this basis, this paper puts forward policy suggestions to promote banks to carry out green financial business and reduce bank risk.