贷款增长对我国银行风险的影响

IF 1.4 Q3 ECONOMICS

CHINESE ECONOMY Pub Date : 2014-09-01 DOI:10.2753/CES1097-1475470502

Babu G. Baradwaj, S. Flaherty, Yingying Shao

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引用次数: 12

摘要

摘要本文研究了1992 - 2007年贷款增长对中国银行风险的影响。我们发现贷款增长对银行的信用风险、回报和资本充足率有显著影响。贷款的增长导致贷款损失准备金和利息收入的增加，并降低了资本比率。此外，我们发现，近年来，由于银行业经历了急剧扩张，贷款增长对中国银行风险的影响更为明显。这些结果表明，贷款增长是银行风险的重要驱动因素，中国的银行总体上表现出谨慎的拨备行为。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Impact of Lending Growth on the Riskiness of Chinese Banks

Abstract We investigate the impact of the growth in lending on the riskiness of Chinese banks from 1992 to 2007. We find that loan growth has a significant impact on a bank’s credit risk, return, and capital adequacy. The growth in lending leads to increases in loan loss provisions and interest income, and to lower capital ratios. Moreover, we find that the effect of lending growth on the riskiness of Chinese banks is more pronounced in recent years since the banking sector has experienced a dramatic expansion. These results suggest that loan growth represents an important driver of the riskiness of banks, and Chinese banks in general show prudent provisioning behavior.

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来源期刊

CHINESE ECONOMY ECONOMICS-

CiteScore

4.10

自引率

15.00%

发文量

期刊介绍： The Chinese Economy offers an objective and analytical perspective on economic issues concerning China. It features research papers by scholars from around the world as well as selected translations of important articles from Chinese sources. The journal aims to provide expert insight on China"s economic development and directions for future research and policy analysis.