摘要
本文研究政府助保贷款实现银行信用风险分散的内在机理,研究结果表明:在政府助保贷款下,助保金池的信息甄别与信用增进双重功能促使银行风险运营效率曲线沿梯度场方向发生上移,从而改进银行风险运营效率;助保金池通过信息甄别降低银行潜在贷款损失,通过信用增进分担银行贷款风险;助保金池对银行信用风险分散的贡献度主要取决于企业平均信用等级与银行事先设定的贷款信用阈值之间的信用差及贷款边际损失平均值,且风险分散贡献度与信用差及贷款边际损失平均值均呈正相关关系。
This paper presents an analysis of the internal mechanism that the government guaranteed loan achieves the dispersion of bank credit risks. The results of the paper show that, by the government-guaranteed loan, the dual function of information screening and credit improving of the guaranteed capital pool makes the curve of bank risk operation efficiency move upward along the gradient field direction, thus improving the bank risk operation efficiency; the guaranteed capital pool reduces potential loan loss of banks through information screening, and shares loan risks of banks through credit improving; the contribution degree of the guaranteed capital pool to the dispersion depends mainly on the credit difference between the average credit rating of firms and the credit threshold set by banks, and the average marginal loss of loans, and the degree shows a positive correlation with the credit difference and the average marginal loss of loans.
出处
《金融论坛》
CSSCI
北大核心
2018年第8期14-27,共14页
Finance Forum
基金
国家社会科学基金一般项目"银保协作模式下商业银行信用风险的生成
监测与防控研究"(13BGL041)
关键词
银保协作
政府助保贷款
银行信用风险分散
信息甄别
信用增进
bank-guarantee cooperation
government-guaranteed loan
dispersion of bank credit risk
information screen-ing
credit improving
