金融学院知识库

       中国的经济从改革开放以来取得了巨大的成就，但是以牺牲环境换取GDP增长的发展方式带来了一系列的环境问题，高投入、高消耗、高污染的发展模式严重地破坏了我国的生态环境。商业银行作为主要的金融机构，可以通过绿色信贷来控制资金流向，遏制“两高一剩”企业发展的同时，助力绿色产业创新。商业银行信贷风险是影响商业银行开展绿色信贷业务积极性的重要因素。近些年随着绿色贷款余额的不断攀升，绿色信贷占贷款总额的比重也在增加，研究绿色信贷对商业银行信贷风险的影响具有重要的现实意义。

       本文首先介绍了商业银行信贷风险和绿色信贷等主要概念，接着介绍了环境风险理论、可持续发展理论、企业社会责任理论和信息不对称理论等基础理论，在理论基础上分析绿色信贷对商业银行信贷风险的影响机制，并从商业银行规模异质性方面进行了进一步分析，最后提出相关的研究假设。并从绿色信贷政策、规模、银行信贷风险控制等方面对绿色信贷发展现状进行描述，讨论绿色信贷在发展过程中存在的问题。本文选取我国 23 家商业银行2007-2020 年的绿色信贷数据和财务数据，通过实证来验证前文的研究假设，经过豪斯曼检验，采用固定效应模型进行回归，并从商业银行规模异质性角度进行实证分析。本文用不良贷款率来代替风险变量，并用非利息收入衡量风险分散效应，经过实证验证，本文研究发现：扩大绿色信贷能够降低商业银行不良贷款率，即绿色信贷能够降低商业银行的信贷风险；扩大绿色信贷规模能够提高非利息收入，提高银行的经营能力，具有分散风险的作用；银行自身资产规模差别较大，绿色信贷对大型商业银行的信贷风险影响更为明显。最后从国家层面和银行层面提出完善绿色信贷相关政策，建立完善的激励补贴机制，加强绿色信贷专业人才建设等可行性建议。

         China's economy has made great achievements since the reformand opening up, but the development mode of sacrificing environment for GDP growth has brought about a series of environmental problems. Thedevelopment mode of high input, high consumption and high pollutionhas seriously damaged China's ecological environment. As the mainfinancial institutions, commercial banks can control the flowof capital through green credit, curb the development of "two high and leftover"enterprises, and at the same time help the innovation of green industry. The credit risk of commercial banks is an important factor affectingtheenthusiasm of commercial banks to carry out green credit business. Inrecent years, with the rising balance of green loans, the proportionof green credit in the total loan is also increasing. It is of great practical significance to study the impact of green credit on the credit riskof commercial banks.

        This paper first introduces the main concepts of commercial bankcredit risk and green credit, and then introduces the basic theories of environmental risk theory, sustainable development theory, corporatesocial responsibility theory and information asymmetry theory. Onthebasis of these theories, the influence mechanism of green credit oncommercial bank credit risk is analyzed, and the scale heterogeneity of commercial banks is further analyzed. Finally, the relevant researchhypothesis is proposed. It also describes the development status of greencredit from the aspects of green credit policy, scale, bank credit riskcontrol, and discusses the problems existing in the development processof green credit. In this paper, the green credit data and financial data of 23Chinese commercial banks from 2007 to 2020 are selected to verifytheabove research hypothesis through empirical analysis. After theHausmann test, the fixed effect model is adopted for regression, andtheempirical analysis is carried out from the perspective of scaleheterogeneity of commercial banks. In this paper, non-performingloanratio is used to replace the risk variable, and non-interest income is usedto measure the risk dispersion effect. Through empirical verificationandanalysis, this study finds that expanding green credit can reducethenon-performing loan ratio of commercial banks, that is, green credit canreduce the credit risk of commercial banks. Expanding the scale of greencredit can increase non-interest income, improve the operation capacityof banks, and have the role of risk diversification. The scale of banks' ownassets varies greatly, and green credit has a more obvious impact onthecredit risk of large commercial banks. Finally, from the national level andthe bank level, this paper puts forward some feasible suggestions onimproving the green credit related policies, establishing a sound incentiveand subsidy mechanism, and strengthening the construction of green credit professionals.