| 银根松紧与银行贷款质量 |
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| 引用本文： | 黄立新,郑建明.银根松紧与银行贷款质量[J].中国软科学,2012(1):47-56. |
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| 作者姓名： | 黄立新 郑建明 |
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| 作者单位： | 1. 清华大学经济管理学院,北京,100084
2. 对外经济贸易大学国际商学院,北京,100029 |
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| 摘 要： | 本文从分省份的中观层面,对国家重要宏观调控手段银根松紧与银行贷款质量的相互关系、各省份银行贷款质量变化的同步性、各省份银行贷款质量对银根松紧程度的敏感度进行了实证分析。实证结果表明:当期银根宽松程度与下一期银行整体不良贷款率负相关、各省份银行不良贷款率的变化在总体上具有同步性、大部分省份的货币供给量与银行不良贷款率负相关、各省份银行不良贷款率对银根松紧程度的敏感度不相同。文章的政策建议是决策层在制定和实施银根松紧政策时,需要兼顾银行贷款质量的稳定性,同时需要考虑银根松紧政策对各省份银行贷款质量影响的不同。
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| 关 键 词： | 银根松紧 银行贷款质量 同步性 敏感度 |
Money Supply and Banks' Loan Quality |
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| HUANG Li-xin
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ZHENG Jian-ming.Money Supply and Banks' Loan Quality[J].China Soft Science,2012(1):47-56. |
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| Authors: | HUANG Li-xin ZHENG Jian-ming |
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| Institution: | 1.School of Economics and Management,Tsinghua University,Beijing 100084,China; 2.International Business School,University of International Business and Economis,Beijing 100029,China) |
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| Abstract: | From the middle namely provincial aspects,this paper makes empirical analysis of the relationship between monetary policy in national macroeconomic readjustment and control and bank’s loan quality,synchronicity of bank’s loan quality change in different provinces,and sensitivity of bank’s loan quality on monetary policy in various provinces.The main conclusions are as follows:firstly,the monetary elasticity on current period is negatively related to the entire banks’ loan quality on next period.Secondly,the change of the proportion of bank’s non-performing loan in various provinces is synchronous on the whole.Thirdly,the money supply is negatively related to the proportion of bank’s non-performing loan in most of provinces.Fourthly,the sensitivity of the proportion of bank’s non-performing loan on the monetary elasticity is different.The policy suggestion is that the policay makers need to consider the stability of bank’s loan quality and the difference of the influence of monetary elasticity policy on the bank’s loan quality in various provinces in the meantime when they make monetary elasticity policy. |
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| Keywords: | monetary elasticity policy bank’s loan quality synchronicity sensitivity |
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