摘要
本文进一步拓展已有理论模型,对干旱影响银行绩效的渠道机制进行分析;同时,以2009-2021年中国88家商业银行数据为样本,对研究假说进行实证检验。结果表明:(1)干旱对银行绩效产生负面影响,且随着干旱程度的加深,负面影响也趋于严重;(2)极端干旱对银行绩效的负面影响主要通过不良贷款率传导;(3)绿色信贷提升银行业面对干旱冲击的环境韧性,显著削弱极端干旱对银行绩效的负面冲击。
By further expanding existing mathematical models,this paper analyzes the channel mechanism of drought affecting bank performance,and empirically tests the research hypothesis by using the data of 88 commercial banks in China during 2009-2021 as samples.The results indicate that:(1)drought has a negative impact on bank performance,and as the degree of drought deepens,the negative impact also tends to be severe;(2)the negative impact of extreme drought on bank performance is mainly transmitted through non-performing loan ratios;(3)green credit enhances the environmental resilience of the banking in drought shocks,significantly weakening the negative impact of extreme drought on the bank performance.
作者
蒋海
易扬
JIANG Hai;YI Yang
出处
《金融论坛》
北大核心
2023年第7期35-46,共12页
Finance Forum
基金
国家自然科学基金“考虑尾部风险关联性和逆周期因子的宏观审慎金融监管机制研究(71973053)”。
