摘要
针对金融去杠杆的背景下,商业银行在小微企业信贷配给中所面临的信息不对称与信用评估薄弱问题,本文采用大数据理论与方法、空间计量与向量自回归模型等,构建小微企业信贷配给理论分析框架,该框架可把利率市场化、信息不对称、信用评估、经济发展过程等纳入统一平台。从而,对可贷数量与可贷价格区间的影响因素进行评估与设计,并考虑区域参数、行业参数、宏观经济变量参数,建立在不同区域、不同行业、不同经济发展阶段可贷区间影响因素的评估机制。这对于商业银行减少对小微企业的信贷错配程度,降低商业银行的风险暴露具有现实价值。
In the context of financial deleveraging,the information asymmetry and weak credit evaluation faced by commercial banks in the credit rationing of small and micro enterprises,this paper uses big data theory and method,spatial measurement and vector autoregressive model to build small and micro enterprises. The theoretical analysis framework of credit rationing,which can integrate interest rate marketization,information asymmetry,credit evaluation, and economic development process into a unified platform. Therefore,the factors affecting the loanable and loanable price ranges are evaluated and designed,and regional parameters,industry parameters and macroeconomic variables are considered,and we establish an evaluation mechanism for the factors affecting the loanable interval in different regions,different industries,and different economic development stages. This has practical value for commercial banks to reduce the degree of credit mismatch to small and micro enterprises and reduce the risk exposure of commercial banks.
出处
《宏观经济研究》
CSSCI
北大核心
2018年第11期17-25,63,共10页
Macroeconomics
基金
国家自然科学基金“影子银行、信贷传导与货币政策非对称效应”(71573156)的资助
关键词
商业银行
小微企业
信贷配给可贷框架
Commercial bank
Small and micro enterprise
Credit rationing
Loanable framework
