摘要
利用中国银行业2000～2009年的面板数据,通过构建理论计量模型,实证分析了GDP增长率、通货膨胀率和广义货币供应量增长率这些宏观经济因素对中国银行业信贷风险的影响程度。结果表明,当宏观经济下滑、通货紧缩、货币政策趋紧时,银行收缩信贷供给,人们收入减少,还款意愿降低或无力还贷;企业融资困难,财务状况趋于恶化,不良贷款率显著上升,信贷风险显著增加。
This article investigates the impact of macroeconomic factors on credit risk of commercial banks in China. Basing on an econometric model and the panel data from 2000 to 2009, it analyzes the effects of GDP rate, inflation rate and the growth rate of broad money on credit risk in bank industry. The result shows that the commercial banks decrease the credit supply when macroeconomics slows down in deflation, or in tightening monetary policy. People can＇ t afford debts with less income. It＇ s more difficult to finance for enterprises and financial situation is getting worse. As a result credit risk increases significantly.
出处
《广东金融学院学报》
CSSCI
北大核心
2011年第1期38-44,共7页
Journal of Guangdong University of Finance
基金
教育部规划基金项目(10YJA790152)
对外经济贸易大学"211"三期重点学科建设项目
