摘要
本文根据2004~2008年的跨国面板数据,实证分析了征信系统对一国银行不良贷款率的影响。计量结果表明：在全样本和发达国家中,公共征信、私营征信都对不良贷款率有显著的抑制作用。而在发展中国家,私营征信的作用还没有发挥出来,公共征信的抑制作用还不显著,不过因特网普及率、信用信息使用的便捷度以及担保法、破产法对借贷双方权利的保护等因素可以显著地抑制不良贷款率。公共征信与全样本国家中的廉洁度、发达国家的私营征信有显著替代作用,而私营征信与发展中国家的因特网普及率有显著的互补性。
According to the 2004-2008 cross-panel data,the paper had an empirical analysis that a rate of non-performing loans in a country appears to be readily influenced by credit bureau.Measurement results show that a non-performing loan rate is significantly inhibited by public and private credit bureau in the whole sample and developed countries.The role of private sector credit has not realized,but public credit bureau not significant in developing countries.At the same time internet penetration,convenient level for use of credit information and protection of the rights of both lenders and borrowers from security law,bankruptcy law and so on can significantly inhibit the non-performing loan ratio in developing countries.Public credit bureau and the integrity of the whole sample of countries has a significant degree of substitution as well as private credit bureau in developed countries.Private credit bureau and internet penetration have a significant complementary in developing countries.
出处
《上海经济研究》
CSSCI
北大核心
2011年第7期35-44,共10页
Shanghai Journal of Economics
关键词
公共征信
私营征信
不良贷款
credit risk
public credit bureau
private credit bureau
non-performing loans
