摘要
基于中国股份制银行、城市商业银行和农村商业银行2005~2017年面板数据,使用双重差分模型实证考察绿色信贷对商业银行风险承担的影响。研究结果表明:在短期内,商业银行开展绿色信贷业务会增加其破产概率,但是,基于动态性检验可发现,绿色信贷对商业银行风险承担具有滞后的正效应;绿色信贷对商业银行风险承担的影响具有明显的异质性;政治级别越高的商业银行开展绿色信贷对其风险承担的影响越大;相对于非上市银行,上市银行开展绿色信贷对其风险承担的影响更大。此外,没有证据表明农村商业银行与城市商业银行开展绿色信贷对其风险承担有显著的差异。
Based on the panel data of Chinese Joint-stock Banks,City Commercial Banks and Rural Commercial Banks from 2005 to 2017,the paper uses the difference-in-difference model to empirically examine the impact of green credit on the risk-taking for commercial banks.The research results show that,in the short term,Commercial banks'green credit business will increase their bankruptcy probability.However,based on the dynamic test,it can be found that,green credit has a lagging positive effect on risk-taking of commercial banks;The effect of green credit on bank risk-taking is obviously heterogeneous;The higher the political level of commercial banks,the greater the impact of green credit on their risk-taking;Compared with non-listed banks,the effect of green credit on listed banks is greater;In addition,there is no evidence that there is a significant difference in risk-taking between rural commercial banks and urban commercial banks in the implementation of green credit.
作者
邵传林
闫永生
SHAO Chuanl-in;YAN Yong-sheng(School of Finance,Lanzhou University of Finance and Economics,Lanzhou,Gansu 730020,China)
出处
《贵州财经大学学报》
CSSCI
北大核心
2020年第1期68-77,共10页
Journal of Guizhou University of Finance and Economics
基金
国家社会科学基金项目“制度性成本视角下民营企业营商环境优化研究”(19BJY182)
关键词
绿色信贷
风险承担
双重差分
银行异质性
green credit
risk-taking
difference-in-difference
bank heterogeneity
